+11.1%
SHW vs CRL
-10.2%
+21.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -3.0% |
| 7D | +3.5% | -6.1% | +9.5% | +4.4% |
| 30D | +9.2% | +12.4% | -3.2% | +5.7% |
| 3M | -5.1% | +27.1% | -32.2% | -10.9% |
| 6M | +6.8% | +85.7% | -78.9% | -8.4% |
| YTD | +7.0% | +69.2% | -62.2% | -7.1% |
| 1Y | +4.1% | +97.5% | -93.4% | -12.9% |
| 3Y | +41.1% | +86.1% | -45.0% | +13.8% |
| All | +11.1% | -10.2% | +21.3% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling