+23.4%
SHW vs CG
+56.8%
-33.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -11.6% | -3.2% | -8.4% | -10.9% |
| 3M | +9.1% | +6.2% | +2.9% | +7.2% |
| 6M | -0.7% | -4.7% | +4.0% | 0.0% |
| YTD | +1.4% | -20.6% | +22.0% | +6.6% |
| 1Y | -12.3% | -26.4% | +14.1% | -6.3% |
| 3Y | +23.4% | +55.4% | -32.0% | -2.0% |
| All | +23.4% | +56.8% | -33.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling