+43.1%
SHW vs CMS
+38.3%
+4.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +5.7% | +1.7% | +4.1% | +5.0% |
| 30D | +8.7% | +8.6% | +0.1% | +5.0% |
| 3M | -5.4% | -0.5% | -4.9% | -5.2% |
| 6M | +12.2% | -4.2% | +16.4% | +14.2% |
| YTD | +8.5% | +3.4% | +5.0% | +6.9% |
| 1Y | +4.9% | +0.4% | +4.5% | +4.6% |
| All | +43.1% | +38.3% | +4.8% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling