+7.0%
SHW vs CRL
+85.3%
-78.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -7.3% | +13.9% | +7.5% |
| 7D | +13.3% | -12.8% | +26.1% | +15.2% |
| 30D | +14.1% | +5.0% | +9.1% | +12.1% |
| 3M | +0.8% | +39.4% | -38.6% | -6.6% |
| 6M | +17.6% | +89.4% | -71.7% | +3.5% |
| YTD | +13.0% | +63.6% | -50.6% | +1.9% |
| 1Y | +7.0% | +83.5% | -76.5% | -6.9% |
| All | +7.0% | +85.3% | -78.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling