+214.2%
CAT vs SHOP
-3.5%
+217.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +9.3% | +2.1% | +7.2% | +9.1% |
| 30D | -21.5% | -16.8% | -4.6% | -19.9% |
| 3M | -29.1% | -2.4% | -26.7% | -29.1% |
| 6M | -33.4% | +47.0% | -80.4% | -37.2% |
| YTD | +6.6% | -8.8% | +15.4% | +5.8% |
| 1Y | +6.5% | -6.3% | +12.8% | +5.4% |
| 3Y | +162.7% | +139.3% | +23.4% | +126.4% |
| 5Y | +214.2% | -12.1% | +226.3% | +161.1% |
| All | +214.2% | -3.5% | +217.7% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling