-15.7%
CAG vs SHAK
-34.4%
+18.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.5% |
| 7D | -5.9% | -11.0% | +5.1% | -4.8% |
| 30D | -1.5% | -14.0% | +12.5% | -0.1% |
| 3M | +11.5% | +13.3% | -1.8% | +10.8% |
| 6M | -15.7% | -35.3% | +19.6% | -17.1% |
| All | -15.7% | -34.4% | +18.7% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling