+26.4%
SHW vs CRL
+42.4%
-16.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -3.2% | -1.0% | -2.2% | -3.1% |
| 30D | -9.5% | +10.7% | -20.2% | -11.2% |
| 3M | +11.5% | +55.3% | -43.8% | +2.8% |
| 6M | -3.5% | +60.7% | -64.2% | -12.0% |
| YTD | +3.7% | +44.6% | -40.9% | -3.9% |
| 1Y | -7.9% | +77.7% | -85.6% | -18.1% |
| All | +26.4% | +42.4% | -16.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling