+12.3%
SHW vs CL
+41.6%
-29.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.1% | -0.8% | -1.4% | -1.8% |
| 30D | +11.1% | +9.5% | +1.6% | +6.6% |
| 3M | -2.2% | +6.8% | -8.9% | -5.1% |
| 6M | +14.3% | +14.3% | +0.1% | +7.3% |
| YTD | +10.6% | +27.0% | -16.4% | -1.2% |
| 1Y | +4.1% | +26.3% | -22.2% | -6.9% |
| 3Y | +42.9% | +39.3% | +3.6% | +17.5% |
| All | +12.3% | +41.6% | -29.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 5y: compounded portfolio wealth divided by compounded CL 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…
5y analysis · Full analysis span regression · 6 months rolling