+17.7%
SHW vs CTAS
+114.7%
-97.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -3.2% | -1.8% | -1.4% | -2.2% |
| 30D | -9.5% | -0.2% | -9.3% | -9.5% |
| 3M | +11.5% | +11.7% | -0.2% | +4.3% |
| 6M | -3.5% | +0.7% | -4.3% | -4.6% |
| YTD | +3.7% | +7.4% | -3.7% | -1.2% |
| 1Y | -7.9% | -2.1% | -5.8% | -7.6% |
| 3Y | +24.7% | +62.9% | -38.2% | -12.3% |
| All | +17.7% | +114.7% | -97.0% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling