-10.0%
CRM vs SHW
+7.3%
-17.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.6% | -4.4% | +2.2% |
| 7D | -6.2% | +13.3% | -19.5% | -6.2% |
| 30D | -1.2% | +14.1% | -15.3% | -0.9% |
| 3M | +19.1% | +0.8% | +18.4% | +18.8% |
| 6M | +23.0% | +17.6% | +5.3% | +25.8% |
| YTD | -13.7% | +13.0% | -26.7% | -13.5% |
| 1Y | -10.0% | +7.0% | -17.0% | -8.5% |
| All | -10.0% | +7.3% | -17.3% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling