+4,100.0%
CMG vs SHW
+2,468.6%
+1,631.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | -1.5% | -1.2% | -0.3% | -0.9% |
| 30D | +12.7% | -11.6% | +24.3% | +19.3% |
| 3M | +26.3% | +9.1% | +17.2% | +20.4% |
| 6M | +4.5% | -0.7% | +5.2% | +3.9% |
| YTD | -0.1% | +1.4% | -1.5% | -1.9% |
| 1Y | -6.8% | -12.3% | +5.5% | -2.3% |
| 3Y | -5.0% | +23.4% | -28.4% | -16.9% |
| 5Y | -3.0% | +15.0% | -18.0% | -15.2% |
| 10Y | +323.6% | +278.3% | +45.3% | +92.2% |
| All | +4,100.0% | +2,468.6% | +1,631.4% | +543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling