+11.8%
CRM vs SHW
+22.1%
-10.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.5% |
| 7D | -4.4% | -3.1% | -1.3% | -3.6% |
| 30D | +28.1% | -10.0% | +38.2% | +31.7% |
| 3M | +48.8% | +2.3% | +46.6% | +47.7% |
| 6M | +28.3% | +0.7% | +27.6% | +27.3% |
| YTD | -6.0% | +0.5% | -6.5% | -7.4% |
| 1Y | +1.4% | -11.5% | +12.9% | +5.4% |
| 3Y | +11.8% | +21.3% | -9.5% | +0.8% |
| All | +11.8% | +22.1% | -10.2% | +0.8% |
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 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