-7.9%
SHW vs CRS
+102.1%
-110.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -9.5% | -16.6% | +7.1% | -8.0% |
| 3M | +11.5% | -3.5% | +14.9% | +11.1% |
| 6M | -3.5% | +15.4% | -19.0% | -6.0% |
| YTD | +3.7% | +51.2% | -47.5% | +0.9% |
| 1Y | -7.9% | +98.3% | -106.2% | -11.5% |
| All | -7.9% | +102.1% | -110.0% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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