+21,057.3%
SHW vs CLF
+646.3%
+20,411.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +3.5% | -19.6% | +23.0% | +5.9% |
| 30D | +9.2% | -5.0% | +14.2% | +9.3% |
| 3M | -5.1% | -6.3% | +1.2% | -5.2% |
| 6M | +6.8% | +2.8% | +4.1% | +4.7% |
| YTD | +7.0% | -13.7% | +20.7% | +6.2% |
| 1Y | +4.1% | +13.6% | -9.5% | -0.1% |
| 3Y | +41.1% | -34.0% | +75.1% | +38.2% |
| 5Y | +12.9% | -48.7% | +61.6% | +10.9% |
| 10Y | +366.3% | +113.4% | +252.9% | +246.0% |
| All | +21,057.3% | +646.3% | +20,411.0% | +7,740.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling