+422.6%
SHW vs CFG
+347.0%
+75.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +3.5% | -0.9% | +4.3% | +3.8% |
| 30D | +9.2% | +1.1% | +8.2% | +9.0% |
| 3M | -5.1% | -12.0% | +6.9% | -1.7% |
| 6M | +6.8% | -2.2% | +9.1% | +7.6% |
| YTD | +7.0% | +11.4% | -4.5% | +3.6% |
| 1Y | +4.1% | +27.8% | -23.7% | -2.9% |
| 3Y | +41.1% | +173.3% | -132.2% | +4.8% |
| 5Y | +12.9% | +62.4% | -49.6% | -5.9% |
| 10Y | +366.3% | +249.6% | +116.8% | +178.4% |
| All | +422.6% | +347.0% | +75.6% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling