+322.0%
CMG vs SHW
+288.7%
+33.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.6% |
| 7D | -2.1% | -3.1% | +1.1% | -0.8% |
| 30D | +10.9% | -10.0% | +20.9% | +15.7% |
| 3M | +15.8% | +2.3% | +13.6% | +14.2% |
| 6M | +6.9% | +0.7% | +6.3% | +5.8% |
| YTD | -2.2% | +0.5% | -2.7% | -3.3% |
| 1Y | -7.1% | -11.5% | +4.4% | -3.5% |
| 3Y | -7.1% | +21.3% | -28.5% | -16.5% |
| 5Y | -4.8% | +12.5% | -17.3% | -13.6% |
| All | +322.0% | +288.7% | +33.3% | +146.8% |
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