+845.0%
SHW vs CG
+351.2%
+493.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | -3.2% | -4.3% | +1.1% | -2.0% |
| 30D | -9.5% | -5.1% | -4.4% | -8.2% |
| 3M | +11.5% | +8.7% | +2.8% | +8.4% |
| 6M | -3.5% | -9.2% | +5.7% | -1.4% |
| YTD | +3.7% | -18.9% | +22.6% | +9.1% |
| 1Y | -7.9% | -25.6% | +17.7% | -1.1% |
| 3Y | +24.7% | +57.3% | -32.6% | +2.3% |
| 5Y | +13.6% | +10.2% | +3.4% | -0.1% |
| 10Y | +283.0% | +364.2% | -81.3% | +121.4% |
| All | +845.0% | +351.2% | +493.9% | +472.8% |
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