+13.8%
SHW vs CLF
-52.0%
+65.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.2% | +8.2% | -2.7% |
| 7D | +5.7% | -21.0% | +26.7% | +8.3% |
| 30D | +8.7% | -8.0% | +16.7% | +9.0% |
| 3M | -5.4% | -10.9% | +5.5% | -5.0% |
| 6M | +12.2% | +5.8% | +6.4% | +9.5% |
| YTD | +8.5% | -15.1% | +23.6% | +7.7% |
| 1Y | +4.9% | +7.2% | -2.3% | +1.0% |
| 3Y | +42.8% | -34.2% | +77.0% | +41.3% |
| All | +13.8% | -52.0% | +65.9% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling