+346.7%
SHW vs CSGP
+65.4%
+281.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | -7.1% | +5.0% | +0.1% |
| 30D | +11.1% | +3.6% | +7.5% | +9.5% |
| 3M | -2.2% | -2.7% | +0.6% | -2.2% |
| 6M | +14.3% | -8.0% | +22.4% | +15.5% |
| YTD | +10.6% | -55.0% | +65.6% | +37.7% |
| 1Y | +4.1% | -55.8% | +59.8% | +30.2% |
| 3Y | +42.9% | -62.0% | +104.9% | +83.8% |
| 5Y | +14.2% | -62.9% | +77.1% | +44.9% |
| 10Y | +346.7% | +62.6% | +284.1% | +266.7% |
| All | +346.7% | +65.4% | +281.3% | +266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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