+23.4%
SHW vs CLX
-34.1%
+57.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -1.2% | -3.5% | +2.4% | +0.1% |
| 30D | -11.6% | -11.9% | +0.3% | -7.5% |
| 3M | +9.1% | -2.6% | +11.7% | +10.1% |
| 6M | -0.7% | -18.2% | +17.5% | +5.7% |
| YTD | +1.4% | -5.9% | +7.3% | +3.1% |
| 1Y | -12.3% | -23.8% | +11.6% | -4.8% |
| 3Y | +23.4% | -33.6% | +56.9% | +36.5% |
| All | +23.4% | -34.1% | +57.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling