+346.7%
SHW vs CTAS
+832.5%
-485.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -2.1% | -0.8% | -1.4% | -1.7% |
| 30D | +11.1% | +10.7% | +0.4% | +5.7% |
| 3M | -2.2% | +11.0% | -13.1% | -7.1% |
| 6M | +14.3% | +38.7% | -24.4% | -3.5% |
| YTD | +10.6% | +21.8% | -11.2% | -0.5% |
| 1Y | +4.1% | +23.6% | -19.5% | -7.1% |
| 3Y | +42.9% | +74.9% | -32.1% | +5.1% |
| 5Y | +14.2% | +119.5% | -105.3% | -25.7% |
| 10Y | +346.7% | +820.2% | -473.5% | +48.4% |
| All | +346.7% | +832.5% | -485.7% | +48.4% |
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