+732.7%
CLS vs SHW
+41.1%
+691.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -22.2% | +3.5% | -25.6% | -23.4% |
| 30D | -44.4% | +9.2% | -53.6% | -47.0% |
| 3M | -34.3% | -5.1% | -29.2% | -33.1% |
| 6M | -50.1% | +6.8% | -56.9% | -52.2% |
| YTD | -30.1% | +7.0% | -37.0% | -33.8% |
| 1Y | -39.3% | +4.1% | -43.5% | -41.6% |
| 3Y | +732.7% | +41.1% | +691.6% | +524.1% |
| All | +732.7% | +41.1% | +691.6% | +524.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling