+735.4%
CAT vs SHOP
+8,659.4%
-7,924.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.5% |
| 7D | -10.3% | -5.4% | -4.8% | -9.8% |
| 30D | -31.2% | -10.3% | -20.9% | -30.4% |
| 3M | -34.7% | +1.0% | -35.7% | -35.0% |
| 6M | -39.5% | +41.2% | -80.7% | -42.6% |
| YTD | -1.7% | -7.5% | +5.8% | -2.7% |
| 1Y | -1.1% | -4.6% | +3.5% | -2.6% |
| 3Y | +143.9% | +146.4% | -2.6% | +110.1% |
| 5Y | +194.8% | -2.5% | +197.3% | +162.9% |
| 10Y | +739.8% | +3,703.6% | -2,963.8% | +362.6% |
| All | +735.4% | +8,659.4% | -7,924.0% | +335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling