+21,748.4%
SHW vs CL
+5,423.1%
+16,325.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +4.2% | +2.6% | +1.7% | +3.3% |
| 30D | +11.3% | +11.8% | -0.5% | +6.9% |
| 3M | -1.8% | +5.9% | -7.7% | -3.8% |
| 6M | +12.7% | +13.3% | -0.6% | +7.6% |
| YTD | +10.4% | +27.1% | -16.7% | +1.0% |
| 1Y | +4.7% | +28.0% | -23.3% | -4.5% |
| 3Y | +42.7% | +39.4% | +3.3% | +25.0% |
| 5Y | +14.5% | +40.8% | -26.2% | -0.2% |
| 10Y | +340.7% | +84.9% | +255.9% | +246.9% |
| All | +21,748.4% | +5,423.1% | +16,325.3% | +4,929.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling