+23.4%
SHW vs CCI
-10.9%
+34.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -1.2% | +0.2% | -1.3% | -1.2% |
| 30D | -11.6% | +0.5% | -12.1% | -11.7% |
| 3M | +9.1% | -16.3% | +25.4% | +13.8% |
| 6M | -0.7% | -13.9% | +13.3% | +2.7% |
| YTD | +1.4% | -12.4% | +13.8% | +4.0% |
| 1Y | -12.3% | -15.2% | +2.9% | -9.3% |
| 3Y | +23.4% | -9.9% | +33.2% | +23.4% |
| All | +23.4% | -10.9% | +34.3% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling