-11.5%
SHW vs CRS
+79.6%
-91.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.0% |
| 7D | -3.1% | -6.8% | +3.6% | -2.5% |
| 30D | -10.0% | -16.1% | +6.1% | -8.6% |
| 3M | +2.3% | -21.2% | +23.4% | +4.2% |
| 6M | +0.7% | +8.7% | -8.0% | -1.1% |
| YTD | +0.5% | +41.0% | -40.5% | -1.3% |
| 1Y | -11.5% | +82.7% | -94.1% | -13.6% |
| All | -11.5% | +79.6% | -91.0% | -13.6% |
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