+333.5%
CAT vs SHEL
+186.2%
+147.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.1% |
| 7D | +5.6% | +1.9% | +3.6% | +4.6% |
| 30D | -2.3% | +8.7% | -11.0% | -6.1% |
| 3M | -10.0% | +11.0% | -21.0% | -14.8% |
| 6M | +21.2% | +14.6% | +6.7% | +12.3% |
| YTD | +44.4% | +33.3% | +11.2% | +23.2% |
| 1Y | +96.3% | +37.9% | +58.4% | +63.8% |
| 3Y | +203.9% | +69.7% | +134.2% | +125.1% |
| 5Y | +333.5% | +190.1% | +143.3% | +135.2% |
| All | +333.5% | +186.2% | +147.3% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling