+169.9%
SHW vs CLBK
+65.5%
+104.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -3.1% | -1.5% | -1.7% | -2.6% |
| 30D | -10.0% | -1.0% | -9.0% | -9.8% |
| 3M | +2.3% | +22.9% | -20.7% | -4.7% |
| 6M | +0.7% | +44.2% | -43.5% | -11.1% |
| YTD | +0.5% | +64.0% | -63.5% | -15.2% |
| 1Y | -11.5% | +65.7% | -77.1% | -25.9% |
| 3Y | +21.3% | +54.1% | -32.7% | +1.4% |
| 5Y | +12.5% | +44.7% | -32.2% | -8.6% |
| All | +169.9% | +65.5% | +104.5% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling