+95.4%
CAT vs SHOP
+3.0%
+92.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.7% |
| 7D | +1.7% | -5.1% | +6.8% | +1.8% |
| 30D | -6.6% | +0.6% | -7.1% | -6.6% |
| 3M | -13.3% | +25.0% | -38.3% | -14.0% |
| 6M | +11.6% | +11.9% | -0.3% | +11.7% |
| YTD | +42.9% | -9.9% | +52.8% | +52.0% |
| 1Y | +95.4% | 0.0% | +95.5% | +101.7% |
| All | +95.4% | +3.0% | +92.5% | +101.7% |
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