+21,057.3%
SHW vs CI
+7,937.0%
+13,120.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | +3.5% | -1.6% | +5.0% | +3.8% |
| 30D | +9.2% | +5.4% | +3.8% | +8.0% |
| 3M | -5.1% | +7.3% | -12.4% | -6.6% |
| 6M | +6.8% | +5.3% | +1.5% | +5.3% |
| YTD | +7.0% | +8.5% | -1.5% | +4.5% |
| 1Y | +4.1% | +17.1% | -13.0% | -0.1% |
| 3Y | +41.1% | +1.4% | +39.7% | +36.7% |
| 5Y | +12.9% | +50.5% | -37.6% | -0.8% |
| 10Y | +366.3% | +168.5% | +197.8% | +251.9% |
| All | +21,057.3% | +7,937.0% | +13,120.3% | +4,632.1% |
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