+278.3%
SHW vs CPRT
+411.2%
-132.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -0.7% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -11.6% | +9.9% | -21.5% | -15.8% |
| 3M | +9.1% | +5.6% | +3.5% | +5.5% |
| 6M | -0.7% | -13.6% | +13.0% | +5.4% |
| YTD | +1.4% | -16.7% | +18.1% | +8.8% |
| 1Y | -12.3% | -33.1% | +20.9% | +4.7% |
| 3Y | +23.4% | -27.1% | +50.4% | +38.2% |
| 5Y | +15.0% | -9.9% | +24.9% | +13.2% |
| 10Y | +278.3% | +415.3% | -137.0% | +81.6% |
| All | +278.3% | +411.2% | -132.9% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling