+284.1%
SHW vs CTAS
+665.9%
-381.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -3.2% | +1.0% | -4.2% | -3.7% |
| 30D | -11.4% | -1.1% | -10.3% | -10.9% |
| 3M | +3.5% | +11.5% | -8.0% | -2.4% |
| 6M | -3.4% | +0.2% | -3.5% | -4.0% |
| YTD | -0.3% | +7.2% | -7.5% | -4.5% |
| 1Y | -10.4% | 0.0% | -10.4% | -11.2% |
| 3Y | +21.3% | +65.9% | -44.6% | -8.7% |
| 5Y | +12.9% | +109.6% | -96.7% | -24.8% |
| 10Y | +284.1% | +683.8% | -399.7% | +33.8% |
| All | +284.1% | +665.9% | -381.8% | +33.8% |
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