-10.4%
SHW vs CAG
-17.7%
+7.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.2% |
| 7D | -4.5% | -5.9% | +1.4% | -2.9% |
| 30D | -12.7% | -1.5% | -11.1% | -12.4% |
| 3M | +4.7% | +11.5% | -6.8% | +1.7% |
| 6M | -3.4% | -15.7% | +12.3% | +0.4% |
| YTD | -1.3% | -10.2% | +8.9% | +0.8% |
| 1Y | -10.4% | -18.1% | +7.7% | -8.1% |
| All | -10.4% | -17.7% | +7.4% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling