+7.0%
SHW vs CTAS
+25.6%
-18.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.3% | +5.5% |
| 7D | +13.3% | +7.6% | +5.7% | +9.7% |
| 30D | +14.1% | +17.2% | -3.1% | +6.8% |
| 3M | +0.8% | +12.8% | -12.0% | -4.3% |
| 6M | +17.6% | +38.0% | -20.3% | +2.2% |
| YTD | +13.0% | +22.7% | -9.7% | +1.4% |
| 1Y | +7.0% | +25.6% | -18.7% | -5.0% |
| All | +7.0% | +25.6% | -18.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling