+326.0%
CAT vs SHW
+15.5%
+310.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | -3.2% | +4.9% | +3.0% |
| 30D | -6.6% | -9.5% | +3.0% | -3.1% |
| 3M | -13.3% | +11.5% | -24.8% | -17.6% |
| 6M | +11.6% | -3.5% | +15.2% | +12.4% |
| YTD | +42.9% | +3.7% | +39.2% | +40.0% |
| 1Y | +95.4% | -7.9% | +103.3% | +99.4% |
| 3Y | +196.6% | +24.7% | +171.9% | +172.5% |
| All | +326.0% | +15.5% | +310.5% | +281.2% |
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