+337.7%
SHW vs CTAS
+814.6%
-476.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +1.9% | +2.0% | -0.1% | +0.9% |
| 30D | +8.1% | +8.7% | -0.6% | +3.8% |
| 3M | -2.8% | +13.3% | -16.1% | -8.6% |
| 6M | +15.0% | +39.4% | -24.3% | -3.1% |
| YTD | +9.0% | +21.5% | -12.5% | -1.8% |
| 1Y | +4.5% | +21.9% | -17.4% | -6.1% |
| 3Y | +41.9% | +73.6% | -31.8% | +4.8% |
| 5Y | +10.7% | +116.2% | -105.5% | -27.4% |
| All | +337.7% | +814.6% | -476.9% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling