-12.3%
SHW vs CLF
+7.9%
-20.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -1.2% | +6.5% | -7.7% | -1.6% |
| 30D | -11.6% | +0.2% | -11.8% | -11.7% |
| 3M | +9.1% | -3.1% | +12.2% | +9.4% |
| 6M | -0.7% | +25.0% | -25.7% | -2.8% |
| YTD | +1.4% | -7.5% | +8.8% | +0.1% |
| 1Y | -12.3% | +11.5% | -23.8% | -17.8% |
| All | -12.3% | +7.9% | -20.2% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling