+10.5%
SHW vs CMI
+163.4%
-152.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -4.5% | +0.8% | -5.3% | -4.7% |
| 30D | -12.7% | -12.8% | +0.1% | -8.6% |
| 3M | +4.7% | -12.4% | +17.1% | +8.4% |
| 6M | -3.4% | -0.9% | -2.6% | -5.2% |
| YTD | -1.3% | +8.9% | -10.2% | -7.1% |
| 1Y | -10.4% | +37.7% | -48.1% | -23.5% |
| 3Y | +20.1% | +148.9% | -128.8% | -22.6% |
| 5Y | +10.5% | +164.4% | -153.9% | -33.5% |
| All | +10.5% | +163.4% | -152.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling