+21,359.2%
SHW vs CMS
+475.9%
+20,883.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +5.7% | +1.7% | +4.1% | +5.3% |
| 30D | +8.7% | +8.6% | +0.1% | +6.3% |
| 3M | -5.4% | -0.5% | -4.9% | -5.2% |
| 6M | +12.2% | -4.2% | +16.4% | +13.5% |
| YTD | +8.5% | +3.4% | +5.0% | +7.4% |
| 1Y | +4.9% | +0.4% | +4.5% | +4.7% |
| 3Y | +42.8% | +38.2% | +4.6% | +30.3% |
| 5Y | +14.5% | +35.4% | -20.9% | +4.9% |
| 10Y | +373.0% | +131.7% | +241.3% | +278.3% |
| All | +21,359.2% | +475.9% | +20,883.3% | +12,446.5% |
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