+10.5%
SHW vs CRS
+1,358.7%
-1,348.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -4.5% | -4.1% | -0.3% | -3.8% |
| 30D | -12.7% | -16.6% | +3.9% | -10.1% |
| 3M | +4.7% | -14.3% | +19.0% | +6.9% |
| 6M | -3.4% | +11.6% | -15.0% | -6.0% |
| YTD | -1.3% | +42.6% | -43.9% | -8.2% |
| 1Y | -10.4% | +81.8% | -92.2% | -20.7% |
| 3Y | +20.1% | +632.1% | -612.0% | -21.5% |
| 5Y | +10.5% | +1,401.6% | -1,391.2% | -37.3% |
| All | +10.5% | +1,358.7% | -1,348.2% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling