+15.3%
SHW vs CL
+28.4%
-13.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.1% |
| 7D | -3.2% | -2.2% | -1.1% | -2.3% |
| 30D | -9.5% | -4.8% | -4.7% | -7.5% |
| 3M | +11.5% | +4.9% | +6.5% | +8.8% |
| 6M | -3.5% | -5.7% | +2.2% | -1.3% |
| YTD | +3.7% | +14.4% | -10.7% | -2.8% |
| 1Y | -7.9% | +8.7% | -16.7% | -11.8% |
| 3Y | +24.7% | +30.0% | -5.3% | +5.5% |
| All | +15.3% | +28.4% | -13.1% | -2.5% |
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