+25,808.1%
CAT vs SHW
+20,643.9%
+5,164.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +1.7% | -3.2% | +4.9% | +3.1% |
| 30D | -6.6% | -9.5% | +3.0% | -2.7% |
| 3M | -13.3% | +11.5% | -24.8% | -17.8% |
| 6M | +11.6% | -3.5% | +15.2% | +12.5% |
| YTD | +42.9% | +3.7% | +39.2% | +39.7% |
| 1Y | +95.4% | -7.9% | +103.3% | +99.9% |
| 3Y | +196.6% | +24.7% | +171.9% | +165.3% |
| 5Y | +321.7% | +13.6% | +308.1% | +280.3% |
| 10Y | +1,140.8% | +283.0% | +857.8% | +552.8% |
| All | +25,808.1% | +20,643.9% | +5,164.2% | +2,786.3% |
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