+17,723.7%
CAT vs SHW
+21,289.8%
-3,566.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -10.3% | +3.5% | -13.8% | -11.9% |
| 30D | -31.2% | +9.2% | -40.4% | -34.2% |
| 3M | -34.7% | -5.1% | -29.6% | -33.9% |
| 6M | -39.5% | +6.8% | -46.3% | -42.1% |
| YTD | -1.7% | +7.0% | -8.6% | -5.9% |
| 1Y | -1.1% | +4.1% | -5.2% | -4.4% |
| 3Y | +143.9% | +41.1% | +102.8% | +105.6% |
| 5Y | +194.8% | +12.9% | +181.9% | +164.6% |
| 10Y | +739.8% | +366.3% | +373.4% | +305.4% |
| All | +17,723.7% | +21,289.8% | -3,566.0% | +1,843.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling