+201.5%
CAT vs SHW
+25.2%
+176.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +1.7% | -3.2% | +4.9% | +3.2% |
| 30D | -6.6% | -9.5% | +3.0% | -2.3% |
| 3M | -13.3% | +11.5% | -24.8% | -18.8% |
| 6M | +11.6% | -3.5% | +15.2% | +12.5% |
| YTD | +42.9% | +3.7% | +39.2% | +39.0% |
| 1Y | +95.4% | -7.9% | +103.3% | +100.5% |
| All | +201.5% | +25.2% | +176.3% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling