+19,949.9%
SHW vs CRS
+9,808.6%
+10,141.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.6% |
| 7D | -1.2% | -3.1% | +1.9% | -0.6% |
| 30D | -11.6% | -19.6% | +8.0% | -7.7% |
| 3M | +9.1% | -8.1% | +17.2% | +10.4% |
| 6M | -0.7% | +18.6% | -19.2% | -4.9% |
| YTD | +1.4% | +45.9% | -44.5% | -7.5% |
| 1Y | -12.3% | +82.5% | -94.7% | -24.4% |
| 3Y | +23.4% | +648.9% | -625.5% | -23.7% |
| 5Y | +15.0% | +1,438.1% | -1,423.1% | -41.1% |
| 10Y | +278.3% | +1,327.0% | -1,048.7% | +74.5% |
| All | +19,949.9% | +9,808.6% | +10,141.3% | +4,978.7% |
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