+20,418.4%
SHW vs CTAS
+23,129.2%
-2,710.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | -1.8% | -1.4% | -2.7% |
| 30D | -9.5% | -0.2% | -9.3% | -9.5% |
| 3M | +11.5% | +11.7% | -0.2% | +7.3% |
| 6M | -3.5% | +0.7% | -4.3% | -4.1% |
| YTD | +3.7% | +7.4% | -3.7% | +1.0% |
| 1Y | -7.9% | -2.1% | -5.8% | -7.7% |
| 3Y | +24.7% | +62.9% | -38.2% | +5.5% |
| 5Y | +13.6% | +111.9% | -98.3% | -11.5% |
| 10Y | +283.0% | +652.2% | -369.2% | +100.9% |
| All | +20,418.4% | +23,129.2% | -2,710.8% | +4,581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling