+158.3%
CAT vs SHW
+41.3%
+117.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +7.4% | +1.9% | +5.5% | +6.7% |
| 30D | -19.7% | +8.1% | -27.7% | -22.6% |
| 3M | -29.6% | -2.8% | -26.8% | -29.0% |
| 6M | -33.2% | +15.0% | -48.2% | -38.5% |
| YTD | +5.7% | +9.0% | -3.3% | +0.1% |
| 1Y | +9.3% | +4.5% | +4.9% | +5.7% |
| 3Y | +158.3% | +41.9% | +116.5% | +120.8% |
| All | +158.3% | +41.3% | +117.0% | +120.8% |
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 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