+273.5%
SHW vs CCI
+20.8%
+252.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -4.5% | -4.4% | -0.1% | -2.8% |
| 30D | -12.7% | +0.3% | -13.0% | -12.8% |
| 3M | +4.7% | -20.0% | +24.7% | +13.5% |
| 6M | -3.4% | -14.5% | +11.1% | +1.5% |
| YTD | -1.3% | -14.9% | +13.5% | +3.4% |
| 1Y | -10.4% | -17.7% | +7.3% | -5.0% |
| 3Y | +20.1% | -12.4% | +32.5% | +20.7% |
| 5Y | +10.5% | -50.1% | +60.6% | +40.8% |
| All | +273.5% | +20.8% | +252.8% | +278.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling