+180.7%
CAT vs SHW
+14.0%
+166.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -5.0% |
| 7D | -14.5% | +5.7% | -20.2% | -16.4% |
| 30D | -35.7% | +8.7% | -44.4% | -38.0% |
| 3M | -36.3% | -5.4% | -30.9% | -35.3% |
| 6M | -38.5% | +12.2% | -50.8% | -42.0% |
| YTD | -2.5% | +8.5% | -11.0% | -6.6% |
| 1Y | -1.9% | +4.9% | -6.8% | -4.9% |
| 3Y | +139.2% | +42.8% | +96.3% | +109.4% |
| All | +180.7% | +14.0% | +166.7% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling