+6.8%
CAT vs SHW
+4.6%
+2.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -2.1% | +3.9% | +2.3% |
| 30D | -24.6% | +11.1% | -35.7% | -27.3% |
| 3M | -28.5% | -2.2% | -26.3% | -27.3% |
| 6M | -34.8% | +14.3% | -49.1% | -39.4% |
| YTD | +5.9% | +10.6% | -4.7% | -0.3% |
| 1Y | +6.8% | +4.1% | +2.8% | +4.3% |
| All | +6.8% | +4.6% | +2.3% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling