+1,110.7%
CAT vs SHOP
+3,239.2%
-2,128.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.8% |
| 7D | +1.7% | -5.1% | +6.8% | +2.3% |
| 30D | -6.6% | +0.6% | -7.1% | -6.7% |
| 3M | -13.3% | +25.0% | -38.3% | -16.2% |
| 6M | +11.6% | +11.9% | -0.3% | +8.5% |
| YTD | +42.9% | -9.9% | +52.8% | +42.3% |
| 1Y | +95.4% | 0.0% | +95.5% | +91.6% |
| 3Y | +196.6% | +117.5% | +79.1% | +156.8% |
| 5Y | +321.7% | -6.6% | +328.3% | +277.1% |
| All | +1,110.7% | +3,239.2% | -2,128.5% | +542.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling