+26.3%
SHW vs CME
+54.5%
-28.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -3.2% | -1.6% | -1.7% | -3.3% |
| 30D | -9.5% | +6.2% | -15.8% | -9.4% |
| 3M | +11.5% | +10.4% | +1.0% | +11.8% |
| 6M | -3.5% | -9.5% | +6.0% | -3.5% |
| YTD | +3.7% | +6.0% | -2.3% | +3.6% |
| 1Y | -7.9% | +9.3% | -17.2% | -8.2% |
| All | +26.3% | +54.5% | -28.2% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling