-39.5%
CAT vs SHOP
+37.1%
-76.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +1.2% |
| 7D | -10.3% | -5.4% | -4.8% | -10.5% |
| 30D | -31.2% | -10.3% | -20.9% | -31.6% |
| 3M | -34.7% | +1.0% | -35.7% | -33.9% |
| 6M | -39.5% | +41.2% | -80.7% | -33.3% |
| All | -39.5% | +37.1% | -76.6% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling