+21,462.4%
SHW vs CRS
+6,203.6%
+15,258.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.3% |
| 7D | +1.9% | +4.8% | -2.8% | +0.9% |
| 30D | +8.1% | -23.2% | +31.2% | +13.1% |
| 3M | -2.8% | -45.5% | +42.7% | +8.9% |
| 6M | +15.0% | -33.1% | +48.2% | +22.9% |
| YTD | +9.0% | -7.2% | +16.2% | +8.0% |
| 1Y | +4.5% | -10.0% | +14.5% | +4.1% |
| 3Y | +41.9% | +332.3% | -290.5% | -2.5% |
| 5Y | +10.7% | +801.9% | -791.1% | -37.2% |
| 10Y | +340.4% | +820.9% | -480.6% | +121.2% |
| All | +21,462.4% | +6,203.6% | +15,258.7% | +5,832.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling