+25,808.1%
CAT vs SHEL
+2,460.3%
+23,347.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.5% |
| 7D | +1.7% | +2.2% | -0.5% | +0.9% |
| 30D | -6.6% | +6.8% | -13.4% | -8.8% |
| 3M | -13.3% | +8.1% | -21.4% | -16.1% |
| 6M | +11.6% | +14.4% | -2.8% | +5.5% |
| YTD | +42.9% | +30.0% | +13.0% | +28.9% |
| 1Y | +95.4% | +33.3% | +62.1% | +74.2% |
| 3Y | +196.6% | +66.4% | +130.1% | +143.6% |
| 5Y | +321.7% | +178.6% | +143.1% | +186.6% |
| 10Y | +1,140.8% | +198.4% | +942.4% | +700.1% |
| All | +25,808.1% | +2,460.3% | +23,347.8% | +12,929.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling