+4,865.4%
SHW vs CME
+7,469.3%
-2,603.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | -1.6% | -1.7% | -2.8% |
| 30D | -9.5% | +6.2% | -15.8% | -11.1% |
| 3M | +11.5% | +10.4% | +1.0% | +7.9% |
| 6M | -3.5% | -9.5% | +6.0% | -1.5% |
| YTD | +3.7% | +6.0% | -2.3% | +1.0% |
| 1Y | -7.9% | +9.3% | -17.2% | -11.3% |
| 3Y | +24.7% | +57.7% | -33.0% | +6.7% |
| 5Y | +13.6% | +77.7% | -64.1% | -6.9% |
| 10Y | +283.0% | +281.2% | +1.7% | +149.6% |
| All | +4,865.4% | +7,469.3% | -2,603.9% | +1,715.5% |
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