+185.6%
CDE vs SHW
+9.4%
+176.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -6.1% | -4.5% | -1.6% | -4.0% |
| 30D | +9.5% | -12.7% | +22.2% | +16.7% |
| 3M | +32.0% | +4.7% | +27.3% | +29.4% |
| 6M | -12.8% | -3.4% | -9.4% | -11.1% |
| YTD | +14.2% | -1.3% | +15.5% | +15.2% |
| 1Y | +36.3% | -10.4% | +46.6% | +42.7% |
| 3Y | +821.4% | +20.1% | +801.3% | +749.2% |
| All | +185.6% | +9.4% | +176.2% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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