+43.9%
SHW vs CCI
+9.9%
+34.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.1% | -3.4% | +1.2% | -1.5% |
| 30D | +11.1% | +9.9% | +1.2% | +9.0% |
| 3M | -2.2% | +22.7% | -24.8% | -6.4% |
| 6M | +14.3% | +0.8% | +13.5% | +14.3% |
| YTD | +10.6% | +4.1% | +6.4% | +9.4% |
| 1Y | +4.1% | -0.6% | +4.7% | +4.3% |
| All | +43.9% | +9.9% | +34.0% | +40.0% |
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 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