+340.7%
SHW vs CME
+301.9%
+38.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +4.2% | +1.7% | +2.6% | +3.7% |
| 30D | +11.3% | +10.2% | +1.1% | +7.8% |
| 3M | -1.8% | +17.8% | -19.6% | -7.2% |
| 6M | +12.7% | +11.0% | +1.7% | +8.1% |
| YTD | +10.4% | +17.0% | -6.6% | +3.3% |
| 1Y | +4.7% | +15.8% | -11.1% | -1.8% |
| 3Y | +42.7% | +61.8% | -19.1% | +15.4% |
| 5Y | +14.5% | +72.5% | -57.9% | -11.3% |
| 10Y | +340.7% | +288.0% | +52.7% | +149.1% |
| All | +340.7% | +301.9% | +38.8% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling