+356.5%
SHW vs CLF
+92.7%
+263.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.0% | -3.0% | +3.2% |
| 7D | +1.6% | -14.1% | +15.7% | +3.2% |
| 30D | +12.1% | -5.5% | +17.6% | +12.2% |
| 3M | -3.0% | 0.0% | -3.0% | -3.8% |
| 6M | +13.5% | +11.3% | +2.3% | +10.2% |
| YTD | +11.2% | -7.7% | +18.9% | +9.5% |
| 1Y | +6.2% | +17.5% | -11.3% | +1.3% |
| 3Y | +45.6% | -25.4% | +71.1% | +40.6% |
| 5Y | +15.6% | -46.0% | +61.5% | +12.7% |
| 10Y | +356.5% | +80.1% | +276.4% | +231.5% |
| All | +356.5% | +92.7% | +263.8% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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