+7.0%
SHW vs CCI
+7.6%
-0.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.5% | +0.2% | +5.9% |
| 7D | +13.3% | +5.0% | +8.3% | +12.6% |
| 30D | +14.1% | +36.4% | -22.2% | +10.0% |
| 3M | +0.8% | +20.4% | -19.6% | -1.0% |
| 6M | +17.6% | +4.9% | +12.7% | +18.0% |
| YTD | +13.0% | +7.8% | +5.2% | +13.9% |
| 1Y | +7.0% | +7.3% | -0.3% | +8.0% |
| All | +7.0% | +7.6% | -0.6% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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