+356.5%
SHW vs CFG
+248.3%
+108.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.2% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +12.1% | +3.2% | +8.9% | +11.2% |
| 3M | -3.0% | -9.7% | +6.7% | -0.1% |
| 6M | +13.5% | +3.6% | +9.9% | +12.5% |
| YTD | +11.2% | +14.7% | -3.4% | +6.9% |
| 1Y | +6.2% | +29.6% | -23.3% | -1.4% |
| 3Y | +45.6% | +190.6% | -144.9% | +5.9% |
| 5Y | +15.6% | +67.1% | -51.5% | -4.6% |
| 10Y | +356.5% | +237.0% | +119.5% | +184.5% |
| All | +356.5% | +248.3% | +108.2% | +184.5% |
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