-3.5%
SHW vs CL
-6.1%
+2.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.2% |
| 7D | -3.2% | -2.2% | -1.1% | -2.0% |
| 30D | -9.5% | -4.8% | -4.7% | -7.0% |
| 3M | +11.5% | +4.9% | +6.5% | +7.7% |
| 6M | -3.5% | -5.7% | +2.2% | -0.5% |
| All | -3.5% | -6.1% | +2.5% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling