+1,126.0%
CAT vs SHW
+275.8%
+850.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.1% |
| 7D | +5.6% | -1.2% | +6.7% | +6.1% |
| 30D | -2.3% | -11.6% | +9.3% | +3.1% |
| 3M | -10.0% | +9.1% | -19.1% | -14.4% |
| 6M | +21.2% | -0.7% | +21.9% | +20.5% |
| YTD | +44.4% | +1.4% | +43.1% | +42.2% |
| 1Y | +96.3% | -12.3% | +108.6% | +105.6% |
| 3Y | +203.9% | +23.4% | +180.5% | +170.1% |
| 5Y | +333.5% | +15.0% | +318.5% | +285.9% |
| 10Y | +1,126.0% | +278.3% | +847.8% | +484.8% |
| All | +1,126.0% | +275.8% | +850.2% | +484.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SHW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling