+2,716.5%
SHW vs CF
+5,948.3%
-3,231.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.0% |
| 7D | -3.2% | +6.0% | -9.2% | -4.2% |
| 30D | -9.5% | +14.8% | -24.4% | -11.7% |
| 3M | +11.5% | +14.1% | -2.6% | +8.5% |
| 6M | -3.5% | +28.5% | -32.1% | -9.4% |
| YTD | +3.7% | +74.9% | -71.2% | -7.9% |
| 1Y | -7.9% | +61.7% | -69.6% | -17.3% |
| 3Y | +24.7% | +80.3% | -55.6% | +7.9% |
| 5Y | +13.6% | +226.0% | -212.4% | -15.8% |
| 10Y | +283.0% | +569.9% | -286.9% | +133.8% |
| All | +2,716.5% | +5,948.3% | -3,231.8% | +888.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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