+4,726.3%
SHW vs CSGP
+3,461.1%
+1,265.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.7% |
| 7D | +5.7% | +13.9% | -8.2% | +3.4% |
| 30D | +8.7% | +16.0% | -7.3% | +5.7% |
| 3M | -5.4% | +6.1% | -11.5% | -6.7% |
| 6M | +12.2% | -8.2% | +20.4% | +13.0% |
| YTD | +8.5% | -52.3% | +60.8% | +21.0% |
| 1Y | +4.9% | -54.5% | +59.4% | +17.9% |
| 3Y | +42.8% | -58.6% | +101.4% | +61.8% |
| 5Y | +14.5% | -61.5% | +76.0% | +29.5% |
| 10Y | +373.0% | +74.7% | +298.3% | +325.9% |
| All | +4,726.3% | +3,461.1% | +1,265.2% | +2,916.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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