+7.0%
SHW vs CRS
-3.8%
+10.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +6.8% |
| 7D | +13.3% | +4.3% | +9.0% | +12.8% |
| 30D | +14.1% | -25.5% | +39.6% | +17.0% |
| 3M | +0.8% | -48.7% | +49.5% | +8.8% |
| 6M | +17.6% | -31.6% | +49.3% | +19.8% |
| YTD | +13.0% | -7.0% | +20.0% | +12.0% |
| 1Y | +7.0% | -4.5% | +11.5% | +5.3% |
| All | +7.0% | -3.8% | +10.8% | +5.3% |
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