+12.9%
SHW vs CCI
-51.2%
+64.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.3% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -11.4% | +2.1% | -13.5% | -12.1% |
| 3M | +3.5% | -17.8% | +21.3% | +10.3% |
| 6M | -3.4% | -14.2% | +10.8% | +1.0% |
| YTD | -0.3% | -13.3% | +13.0% | +3.4% |
| 1Y | -10.4% | -16.6% | +6.2% | -5.9% |
| 3Y | +21.3% | -10.8% | +32.1% | +20.2% |
| 5Y | +12.9% | -50.3% | +63.2% | +43.8% |
| All | +12.9% | -51.2% | +64.1% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling