+201.5%
CAT vs SHOP
+119.0%
+82.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.8% |
| 7D | +1.7% | -5.1% | +6.8% | +2.5% |
| 30D | -6.6% | +0.6% | -7.1% | -6.8% |
| 3M | -13.3% | +25.0% | -38.3% | -17.0% |
| 6M | +11.6% | +11.9% | -0.3% | +7.8% |
| YTD | +42.9% | -9.9% | +52.8% | +43.5% |
| 1Y | +95.4% | 0.0% | +95.5% | +91.3% |
| All | +201.5% | +119.0% | +82.4% | +138.4% |
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