+135.8%
SHW vs CTVA
+210.9%
-75.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.5% | -4.7% | +0.2% | -3.0% |
| 30D | -12.7% | +11.1% | -23.8% | -15.6% |
| 3M | +4.7% | +13.7% | -9.0% | +0.1% |
| 6M | -3.4% | +11.2% | -14.6% | -7.4% |
| YTD | -1.3% | +26.9% | -28.2% | -9.4% |
| 1Y | -10.4% | +18.8% | -29.2% | -16.2% |
| 3Y | +20.1% | +75.9% | -55.8% | -2.8% |
| 5Y | +10.5% | +105.2% | -94.7% | -16.8% |
| All | +135.8% | +210.9% | -75.1% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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