+278.3%
SHW vs CLF
+108.7%
+169.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -1.2% | +6.5% | -7.7% | -2.0% |
| 30D | -11.6% | +0.2% | -11.8% | -11.7% |
| 3M | +9.1% | -3.1% | +12.2% | +8.9% |
| 6M | -0.7% | +25.0% | -25.7% | -4.5% |
| YTD | +1.4% | -7.5% | +8.8% | +0.5% |
| 1Y | -12.3% | +11.5% | -23.8% | -16.1% |
| 3Y | +23.4% | -13.7% | +37.1% | +17.5% |
| 5Y | +15.0% | -47.0% | +62.0% | +12.9% |
| 10Y | +278.3% | +116.3% | +162.0% | +165.0% |
| All | +278.3% | +108.7% | +169.6% | +165.0% |
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