+278.3%
SHW vs CFG
+313.6%
-35.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -1.2% | +2.7% | -3.9% | -1.9% |
| 30D | -11.6% | -3.7% | -7.9% | -10.7% |
| 3M | +9.1% | +9.5% | -0.4% | +6.4% |
| 6M | -0.7% | +22.2% | -22.9% | -6.1% |
| YTD | +1.4% | +22.3% | -21.0% | -4.4% |
| 1Y | -12.3% | +39.4% | -51.7% | -20.5% |
| 3Y | +23.4% | +188.5% | -165.1% | -10.4% |
| 5Y | +15.0% | +101.5% | -86.5% | -10.0% |
| 10Y | +278.3% | +308.6% | -30.4% | +109.4% |
| All | +278.3% | +313.6% | -35.3% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling