+20.3%
SHW vs CRS
+636.8%
-616.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -11.4% | -18.1% | +6.7% | -8.9% |
| 3M | +3.5% | -12.4% | +15.9% | +5.0% |
| 6M | -3.4% | +15.9% | -19.3% | -6.2% |
| YTD | -0.3% | +45.8% | -46.2% | -6.5% |
| 1Y | -10.4% | +87.8% | -98.2% | -19.6% |
| All | +20.3% | +636.8% | -616.4% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling