+20,418.4%
SHW vs CAG
+604.9%
+19,813.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -3.2% | -3.8% | +0.6% | -2.3% |
| 30D | -9.5% | +3.1% | -12.7% | -10.3% |
| 3M | +11.5% | +23.5% | -12.0% | +5.4% |
| 6M | -3.5% | -14.8% | +11.3% | 0.0% |
| YTD | +3.7% | -5.4% | +9.2% | +4.5% |
| 1Y | -7.9% | -11.8% | +3.9% | -5.7% |
| 3Y | +24.7% | -36.7% | +61.4% | +37.2% |
| 5Y | +13.6% | -40.3% | +53.9% | +26.0% |
| 10Y | +283.0% | -37.0% | +320.0% | +300.0% |
| All | +20,418.4% | +604.9% | +19,813.6% | +9,793.1% |
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 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