-39.7%
CAG vs SHAK
-2.6%
-37.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -0.8% |
| 7D | -5.7% | -8.3% | +2.6% | -5.5% |
| 30D | -2.4% | -12.6% | +10.2% | -2.1% |
| 3M | +9.8% | +9.1% | +0.7% | +9.6% |
| 6M | -10.8% | -31.2% | +20.4% | -11.0% |
| YTD | -10.8% | -21.6% | +10.8% | -11.1% |
| 1Y | -19.0% | -38.8% | +19.8% | -19.0% |
| 3Y | -39.7% | +0.6% | -40.3% | -42.3% |
| All | -39.7% | -2.6% | -37.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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