+2.9%
SHW vs CLF
+26.4%
-23.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +0.7% | +16.0% | -15.3% | -0.1% |
| 30D | +8.4% | +1.6% | +6.8% | +7.9% |
| 3M | -2.2% | +6.7% | -8.9% | -3.3% |
| 6M | +13.3% | +21.1% | -7.8% | +10.1% |
| YTD | +9.2% | -1.6% | +10.8% | +5.2% |
| 1Y | +2.9% | +18.5% | -15.6% | -4.9% |
| All | +2.9% | +26.4% | -23.5% | -4.9% |
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