+8.9%
CAT vs SHOP
-6.2%
+15.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.3% | -12.6% | -5.1% |
| 7D | -17.1% | -9.0% | -8.1% | -17.1% |
| 30D | -30.1% | -4.4% | -25.7% | -30.0% |
| 3M | -32.4% | +24.1% | -56.5% | -31.8% |
| 6M | -32.1% | +20.0% | -52.1% | -31.0% |
| YTD | +4.1% | -4.9% | +9.0% | +12.1% |
| 1Y | +8.9% | -4.9% | +13.8% | +16.9% |
| All | +8.9% | -6.2% | +15.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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