+7.0%
SHW vs CLBK
+65.7%
-58.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.4% |
| 7D | +13.3% | +4.6% | +8.7% | +12.1% |
| 30D | +14.1% | -1.5% | +15.6% | +14.4% |
| 3M | +0.8% | +4.4% | -3.6% | -0.7% |
| 6M | +17.6% | +31.7% | -14.0% | +7.5% |
| YTD | +13.0% | +58.7% | -45.7% | -1.8% |
| 1Y | +7.0% | +64.9% | -57.9% | -8.0% |
| All | +7.0% | +65.7% | -58.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling