+15.3%
SHW vs CFG
+101.4%
-86.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -3.2% | +1.5% | -4.8% | -3.7% |
| 30D | -9.5% | -3.8% | -5.7% | -8.5% |
| 3M | +11.5% | +11.5% | 0.0% | +7.8% |
| 6M | -3.5% | +19.2% | -22.7% | -8.5% |
| YTD | +3.7% | +23.7% | -20.0% | -3.0% |
| 1Y | -7.9% | +38.8% | -46.8% | -17.0% |
| 3Y | +24.7% | +178.9% | -154.2% | -10.9% |
| All | +15.3% | +101.4% | -86.1% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling