+178.6%
SHW vs CLBK
+67.9%
+110.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | -9.5% | +9.1% | -18.6% | -12.2% |
| 3M | +11.5% | +27.7% | -16.2% | +2.5% |
| 6M | -3.5% | +40.8% | -44.4% | -14.1% |
| YTD | +3.7% | +66.4% | -62.7% | -12.9% |
| 1Y | -7.9% | +72.4% | -80.3% | -23.9% |
| 3Y | +24.7% | +50.7% | -26.0% | +5.1% |
| 5Y | +13.6% | +42.9% | -29.3% | -7.0% |
| All | +178.6% | +67.9% | +110.7% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling