+10.2%
SHW vs CMS
+36.3%
-26.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.1% |
| 7D | +1.9% | +1.7% | +0.2% | +1.0% |
| 30D | +8.1% | +6.2% | +1.9% | +5.0% |
| 3M | -2.8% | +0.6% | -3.4% | -3.1% |
| 6M | +15.0% | -1.8% | +16.8% | +15.9% |
| YTD | +9.0% | +3.8% | +5.2% | +6.7% |
| 1Y | +4.5% | -1.8% | +6.3% | +5.1% |
| 3Y | +41.9% | +39.8% | +2.0% | +16.6% |
| All | +10.2% | +36.3% | -26.1% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling