+12.9%
SHW vs CTVA
+103.5%
-90.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.3% |
| 7D | -3.2% | -5.8% | +2.6% | -1.8% |
| 30D | -11.4% | +11.1% | -22.5% | -13.8% |
| 3M | +3.5% | +13.2% | -9.7% | -0.2% |
| 6M | -3.4% | +8.7% | -12.1% | -6.1% |
| YTD | -0.3% | +27.3% | -27.6% | -7.3% |
| 1Y | -10.4% | +18.0% | -28.4% | -15.2% |
| 3Y | +21.3% | +76.5% | -55.2% | +2.5% |
| 5Y | +12.9% | +105.1% | -92.2% | -6.4% |
| All | +12.9% | +103.5% | -90.7% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling