+5,187.3%
SHW vs CME
+8,256.4%
-3,069.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +4.2% | +1.7% | +2.6% | +3.8% |
| 30D | +11.3% | +10.2% | +1.1% | +8.3% |
| 3M | -1.8% | +17.8% | -19.6% | -6.4% |
| 6M | +12.7% | +11.0% | +1.7% | +8.7% |
| YTD | +10.4% | +17.0% | -6.6% | +4.5% |
| 1Y | +4.7% | +15.8% | -11.1% | -0.7% |
| 3Y | +42.7% | +61.8% | -19.1% | +21.4% |
| 5Y | +14.5% | +72.5% | -57.9% | -5.2% |
| 10Y | +340.7% | +288.0% | +52.7% | +185.4% |
| All | +5,187.3% | +8,256.4% | -3,069.2% | +1,778.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling