+5,648.9%
CRM vs SHW
+3,073.3%
+2,575.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -8.1% | -4.5% | -3.6% | -5.8% |
| 30D | +23.1% | -12.7% | +35.7% | +32.1% |
| 3M | +42.5% | +4.7% | +37.8% | +38.3% |
| 6M | +25.3% | -3.4% | +28.7% | +25.1% |
| YTD | -7.8% | -1.3% | -6.5% | -9.6% |
| 1Y | +1.0% | -10.4% | +11.4% | +4.0% |
| 3Y | +10.0% | +20.1% | -10.1% | -5.8% |
| 5Y | -3.9% | +10.5% | -14.4% | -16.2% |
| 10Y | +233.2% | +280.3% | -47.1% | +36.1% |
| All | +5,648.9% | +3,073.3% | +2,575.6% | +578.4% |
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