+158.9%
CAT vs SHOP
+143.8%
+15.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.7% |
| 7D | +1.7% | -2.5% | +4.2% | +2.1% |
| 30D | -24.6% | -16.7% | -7.8% | -22.7% |
| 3M | -28.5% | -2.2% | -26.3% | -28.5% |
| 6M | -34.8% | +45.6% | -80.4% | -39.4% |
| YTD | +5.9% | -7.3% | +13.2% | +5.8% |
| 1Y | +6.8% | -6.1% | +12.9% | +6.3% |
| All | +158.9% | +143.8% | +15.2% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling