+49.4%
SHW vs CPNG
-75.9%
+125.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.6% |
| 7D | -3.2% | -7.4% | +4.2% | -2.4% |
| 30D | -9.5% | -4.4% | -5.1% | -9.1% |
| 3M | +11.5% | -7.5% | +19.0% | +12.0% |
| 6M | -3.5% | -19.9% | +16.4% | -1.8% |
| YTD | +3.7% | -35.2% | +38.9% | +8.0% |
| 1Y | -7.9% | -46.8% | +38.9% | -2.0% |
| 3Y | +24.7% | -20.2% | +44.9% | +24.7% |
| 5Y | +13.6% | -48.4% | +62.0% | +12.0% |
| All | +49.4% | -75.9% | +125.3% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling