+20,418.4%
SHW vs CLF
+714.0%
+19,704.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | -3.2% | +7.6% | -10.8% | -4.1% |
| 30D | -9.5% | -1.2% | -8.3% | -9.5% |
| 3M | +11.5% | -13.4% | +24.8% | +12.6% |
| 6M | -3.5% | +15.4% | -19.0% | -6.2% |
| YTD | +3.7% | -5.9% | +9.6% | +2.7% |
| 1Y | -7.9% | +18.8% | -26.7% | -12.4% |
| 3Y | +24.7% | -19.4% | +44.1% | +20.0% |
| 5Y | +13.6% | -47.7% | +61.3% | +11.8% |
| 10Y | +283.0% | +130.4% | +152.6% | +182.4% |
| All | +20,418.4% | +714.0% | +19,704.4% | +7,482.3% |
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