+20,418.4%
SHW vs CI
+7,591.2%
+12,827.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | -9.5% | +4.4% | -14.0% | -10.4% |
| 3M | +11.5% | +0.7% | +10.8% | +11.1% |
| 6M | -3.5% | +0.3% | -3.9% | -4.0% |
| YTD | +3.7% | +3.8% | -0.1% | +2.3% |
| 1Y | -7.9% | -5.5% | -2.4% | -7.8% |
| 3Y | +24.7% | +8.1% | +16.6% | +18.9% |
| 5Y | +13.6% | +42.8% | -29.2% | +0.9% |
| 10Y | +283.0% | +143.9% | +139.1% | +194.6% |
| All | +20,418.4% | +7,591.2% | +12,827.2% | +4,533.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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