+344.0%
SHW vs CAG
-36.8%
+380.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -2.1% | -1.8% | -0.4% | -1.8% |
| 30D | +11.1% | +9.7% | +1.4% | +8.8% |
| 3M | -2.2% | +0.5% | -2.6% | -2.4% |
| 6M | +14.3% | +8.9% | +5.4% | +11.8% |
| YTD | +10.6% | -8.4% | +18.9% | +11.9% |
| 1Y | +4.1% | -8.3% | +12.4% | +5.3% |
| 3Y | +42.9% | -36.1% | +79.0% | +54.3% |
| 5Y | +14.2% | -40.1% | +54.3% | +24.7% |
| All | +344.0% | -36.8% | +380.8% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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