+20,418.4%
SHW vs CMS
+457.8%
+19,960.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -9.5% | -3.6% | -5.9% | -8.6% |
| 3M | +11.5% | -1.9% | +13.4% | +12.0% |
| 6M | -3.5% | -11.0% | +7.4% | -0.5% |
| YTD | +3.7% | +0.2% | +3.5% | +3.6% |
| 1Y | -7.9% | -1.3% | -6.6% | -7.8% |
| 3Y | +24.7% | +35.9% | -11.2% | +14.2% |
| 5Y | +13.6% | +23.1% | -9.5% | +6.6% |
| 10Y | +283.0% | +117.9% | +165.0% | +210.9% |
| All | +20,418.4% | +457.8% | +19,960.6% | +11,997.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling