+95.4%
CAT vs SHEL
+32.9%
+62.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | +1.7% | +2.2% | -0.5% | +1.7% |
| 30D | -6.6% | +6.8% | -13.4% | -6.7% |
| 3M | -13.3% | +8.1% | -21.4% | -13.2% |
| 6M | +11.6% | +14.4% | -2.8% | +9.5% |
| YTD | +42.9% | +30.0% | +13.0% | +36.8% |
| 1Y | +95.4% | +33.3% | +62.1% | +90.4% |
| All | +95.4% | +32.9% | +62.6% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling