+356.5%
SHW vs CMS
+127.7%
+228.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | +1.6% | -0.9% | +2.5% | +2.1% |
| 30D | +12.1% | +7.1% | +5.0% | +8.6% |
| 3M | -3.0% | -1.3% | -1.7% | -2.3% |
| 6M | +13.5% | -2.7% | +16.2% | +14.9% |
| YTD | +11.2% | +2.6% | +8.6% | +9.6% |
| 1Y | +6.2% | -2.0% | +8.2% | +6.9% |
| 3Y | +45.6% | +39.6% | +6.0% | +22.3% |
| 5Y | +15.6% | +35.3% | -19.8% | -2.1% |
| 10Y | +356.5% | +132.3% | +224.1% | +244.1% |
| All | +356.5% | +127.7% | +228.8% | +244.1% |
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