+8.9%
CAT vs SHEL
+43.6%
-34.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -3.0% | -5.3% |
| 7D | -17.1% | -3.2% | -13.9% | -17.2% |
| 30D | -30.1% | +5.5% | -35.6% | -30.3% |
| 3M | -32.4% | +14.4% | -46.8% | -32.7% |
| 6M | -32.1% | +16.2% | -48.3% | -32.0% |
| YTD | +4.1% | +42.4% | -38.3% | -2.8% |
| 1Y | +8.9% | +43.3% | -34.4% | +2.2% |
| All | +8.9% | +43.6% | -34.7% | +2.2% |
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