+19.1%
SHW vs CNI
+18.7%
+0.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -4.5% | -1.1% | -3.4% | -4.0% |
| 30D | -12.7% | -3.5% | -9.2% | -11.3% |
| 3M | +4.7% | +2.2% | +2.5% | +3.4% |
| 6M | -3.4% | +15.1% | -18.5% | -9.9% |
| YTD | -1.3% | +24.7% | -26.0% | -11.3% |
| 1Y | -10.4% | +33.4% | -43.7% | -22.1% |
| All | +19.1% | +18.7% | +0.5% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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