+340.7%
SHW vs CTAS
+820.8%
-480.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.2% |
| 7D | +4.2% | +0.7% | +3.6% | +4.0% |
| 30D | +11.3% | +11.3% | 0.0% | +5.6% |
| 3M | -1.8% | +11.4% | -13.2% | -7.0% |
| 6M | +12.7% | +35.6% | -22.9% | -3.8% |
| YTD | +10.4% | +20.7% | -10.3% | -0.2% |
| 1Y | +4.7% | +22.8% | -18.1% | -6.3% |
| 3Y | +42.7% | +73.4% | -30.7% | +5.4% |
| 5Y | +14.5% | +117.6% | -103.0% | -25.1% |
| 10Y | +340.7% | +818.4% | -477.7% | +46.6% |
| All | +340.7% | +820.8% | -480.1% | +46.6% |
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