+19,614.8%
SHW vs CMI
+19,556.0%
+58.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -3.2% | +0.7% | -3.9% | -3.4% |
| 30D | -11.4% | -12.3% | +0.9% | -8.1% |
| 3M | +3.5% | -16.8% | +20.3% | +8.4% |
| 6M | -3.4% | +1.5% | -4.9% | -4.7% |
| YTD | -0.3% | +9.8% | -10.1% | -4.2% |
| 1Y | -10.4% | +42.6% | -53.0% | -20.5% |
| 3Y | +21.3% | +151.0% | -129.7% | -9.4% |
| 5Y | +12.9% | +167.0% | -154.2% | -17.8% |
| 10Y | +284.1% | +512.2% | -228.1% | +119.2% |
| All | +19,614.8% | +19,556.0% | +58.8% | +3,725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling