+278.3%
SHW vs CMS
+117.1%
+161.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | -11.6% | -3.2% | -8.4% | -10.3% |
| 3M | +9.1% | -2.2% | +11.3% | +10.1% |
| 6M | -0.7% | -9.4% | +8.8% | +3.9% |
| YTD | +1.4% | +0.7% | +0.7% | +0.7% |
| 1Y | -12.3% | +0.4% | -12.6% | -12.9% |
| 3Y | +23.4% | +35.2% | -11.8% | +5.2% |
| 5Y | +15.0% | +24.1% | -9.1% | +1.4% |
| 10Y | +278.3% | +115.8% | +162.5% | +189.7% |
| All | +278.3% | +117.1% | +161.2% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling