+913.6%
SHW vs CG
+306.4%
+607.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.6% | -2.6% | +2.0% |
| 7D | +1.6% | +3.0% | -1.5% | +0.7% |
| 30D | +12.1% | +10.1% | +2.0% | +8.9% |
| 3M | -3.0% | -10.8% | +7.9% | +0.2% |
| 6M | +13.5% | -15.2% | +28.7% | +18.7% |
| YTD | +11.2% | -26.9% | +38.2% | +20.6% |
| 1Y | +6.2% | -17.0% | +23.3% | +10.7% |
| 3Y | +45.6% | +54.6% | -9.0% | +20.0% |
| 5Y | +15.6% | -16.7% | +32.3% | +10.7% |
| 10Y | +356.5% | +320.1% | +36.3% | +172.1% |
| All | +913.6% | +306.4% | +607.2% | +533.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling