+19.1%
SHW vs CLBK
+52.3%
-33.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -4.5% | -1.4% | -3.1% | -4.1% |
| 30D | -12.7% | +4.5% | -17.2% | -13.9% |
| 3M | +4.7% | +22.8% | -18.1% | -1.9% |
| 6M | -3.4% | +43.4% | -46.9% | -13.7% |
| YTD | -1.3% | +64.1% | -65.4% | -15.6% |
| 1Y | -10.4% | +67.6% | -77.9% | -24.0% |
| All | +19.1% | +52.3% | -33.2% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling