+10.2%
SHW vs CL
+43.4%
-33.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.1% |
| 7D | +1.9% | +3.2% | -1.3% | +0.4% |
| 30D | +8.1% | +8.0% | 0.0% | +4.3% |
| 3M | -2.8% | +7.9% | -10.6% | -6.2% |
| 6M | +15.0% | +14.7% | +0.3% | +7.7% |
| YTD | +9.0% | +29.2% | -20.2% | -3.4% |
| 1Y | +4.5% | +29.5% | -25.1% | -7.6% |
| 3Y | +41.9% | +40.7% | +1.2% | +16.2% |
| All | +10.2% | +43.4% | -33.2% | -10.5% |
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