+1,157.1%
CAT vs SHEL
+201.7%
+955.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +2.9% | +3.0% | -0.1% | +1.4% |
| 30D | -2.6% | +7.2% | -9.8% | -6.0% |
| 3M | -10.7% | +12.9% | -23.6% | -16.4% |
| 6M | +16.1% | +13.7% | +2.5% | +7.7% |
| YTD | +43.2% | +33.7% | +9.6% | +21.9% |
| 1Y | +96.8% | +37.9% | +59.0% | +64.4% |
| 3Y | +201.4% | +70.2% | +131.1% | +124.3% |
| 5Y | +332.7% | +192.3% | +140.3% | +140.5% |
| 10Y | +1,157.1% | +207.3% | +949.8% | +639.0% |
| All | +1,157.1% | +201.7% | +955.4% | +639.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling