+3,038.3%
CLS vs SHW
+275.0%
+2,763.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.9% |
| 7D | +20.1% | -3.2% | +23.3% | +21.9% |
| 30D | +6.0% | -11.4% | +17.4% | +12.4% |
| 3M | -10.3% | +3.5% | -13.8% | -12.3% |
| 6M | +24.5% | -3.4% | +27.9% | +25.7% |
| YTD | +12.9% | -0.3% | +13.2% | +11.4% |
| 1Y | +36.7% | -10.4% | +47.1% | +42.0% |
| 3Y | +1,328.1% | +21.3% | +1,306.8% | +1,163.6% |
| 5Y | +3,682.3% | +12.9% | +3,669.5% | +3,268.4% |
| 10Y | +3,038.3% | +284.1% | +2,754.2% | +1,631.2% |
| All | +3,038.3% | +275.0% | +2,763.3% | +1,631.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling