+5,540.6%
SHW vs CCI
+1,098.1%
+4,442.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.1% | -3.4% | +1.2% | -1.6% |
| 30D | +11.1% | +9.9% | +1.2% | +9.5% |
| 3M | -2.2% | +22.7% | -24.8% | -5.3% |
| 6M | +14.3% | +0.8% | +13.5% | +13.6% |
| YTD | +10.6% | +4.1% | +6.4% | +9.1% |
| 1Y | +4.1% | -0.6% | +4.7% | +3.3% |
| 3Y | +42.9% | +9.4% | +33.4% | +39.2% |
| 5Y | +14.2% | -36.8% | +51.0% | +19.9% |
| 10Y | +346.7% | +65.4% | +281.3% | +317.0% |
| All | +5,540.6% | +1,098.1% | +4,442.6% | +3,960.9% |
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 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