+5,191.0%
SHW vs CCI
+905.5%
+4,285.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | -9.5% | +2.7% | -12.2% | -9.9% |
| 3M | +11.5% | -18.2% | +29.7% | +14.5% |
| 6M | -3.5% | -14.8% | +11.2% | -1.6% |
| YTD | +3.7% | -12.6% | +16.3% | +5.3% |
| 1Y | -7.9% | -16.7% | +8.8% | -5.9% |
| 3Y | +24.7% | -10.5% | +35.2% | +25.4% |
| 5Y | +13.6% | -51.4% | +65.0% | +24.1% |
| 10Y | +283.0% | +20.0% | +262.9% | +273.8% |
| All | +5,191.0% | +905.5% | +4,285.6% | +3,819.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling