+21,748.4%
SHW vs CAG
+599.7%
+21,148.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +4.2% | +6.6% | -2.4% | +2.5% |
| 30D | +11.3% | +13.9% | -2.6% | +7.6% |
| 3M | -1.8% | +4.0% | -5.8% | -3.0% |
| 6M | +12.7% | +10.0% | +2.7% | +9.6% |
| YTD | +10.4% | -6.1% | +16.6% | +11.4% |
| 1Y | +4.7% | -4.3% | +9.0% | +5.1% |
| 3Y | +42.7% | -34.6% | +77.2% | +55.7% |
| 5Y | +14.5% | -39.4% | +54.0% | +26.6% |
| 10Y | +340.7% | -34.2% | +374.9% | +355.9% |
| All | +21,748.4% | +599.7% | +21,148.7% | +10,443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling