+57.0%
SHW vs CPNG
-76.1%
+133.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.9% | -6.8% | +8.7% | +2.8% |
| 30D | +8.1% | +5.5% | +2.6% | +7.4% |
| 3M | -2.8% | -6.8% | +4.0% | -2.1% |
| 6M | +15.0% | -4.8% | +19.9% | +15.1% |
| YTD | +9.0% | -35.6% | +44.6% | +13.5% |
| 1Y | +4.5% | -46.8% | +51.2% | +11.2% |
| 3Y | +41.9% | -0.8% | +42.6% | +38.5% |
| 5Y | +10.7% | -42.9% | +53.6% | +9.2% |
| All | +57.0% | -76.1% | +133.0% | +55.2% |
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