+10.5%
SHW vs CPNG
-51.9%
+62.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -4.5% | -5.4% | +1.0% | -3.8% |
| 30D | -12.7% | -11.1% | -1.6% | -11.3% |
| 3M | +4.7% | -3.0% | +7.7% | +4.7% |
| 6M | -3.4% | -23.5% | +20.1% | -0.9% |
| YTD | -1.3% | -37.8% | +36.5% | +3.9% |
| 1Y | -10.4% | -54.3% | +44.0% | -1.7% |
| 3Y | +20.1% | -20.8% | +40.9% | +20.0% |
| 5Y | +10.5% | -51.1% | +61.6% | +10.9% |
| All | +10.5% | -51.9% | +62.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling