+1,753.0%
CLS vs SHW
+355.6%
+1,397.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.0% | +3.8% | +6.0% |
| 7D | -10.6% | +1.6% | -12.1% | -11.4% |
| 30D | -38.4% | +12.1% | -50.5% | -42.4% |
| 3M | -29.9% | -3.0% | -26.9% | -29.7% |
| 6M | -40.6% | +13.5% | -54.2% | -45.5% |
| YTD | -24.6% | +11.2% | -35.8% | -30.4% |
| 1Y | -30.8% | +6.2% | -37.0% | -34.5% |
| 3Y | +811.7% | +45.6% | +766.1% | +624.2% |
| 5Y | +1,838.4% | +15.6% | +1,822.9% | +1,588.8% |
| All | +1,753.0% | +355.6% | +1,397.4% | +782.3% |
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