-18.9%
CAG vs SHAK
+35.4%
-54.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -0.8% |
| 7D | -5.7% | -8.3% | +2.6% | -5.3% |
| 30D | -2.4% | -12.6% | +10.2% | -1.8% |
| 3M | +9.8% | +9.1% | +0.7% | +9.3% |
| 6M | -10.8% | -31.2% | +20.4% | -9.8% |
| YTD | -10.8% | -21.6% | +10.8% | -10.4% |
| 1Y | -19.0% | -38.8% | +19.8% | -17.7% |
| 3Y | -39.7% | +0.6% | -40.3% | -41.2% |
| 5Y | -43.0% | -22.5% | -20.5% | -44.4% |
| 10Y | -36.0% | +85.3% | -121.3% | -43.3% |
| All | -18.9% | +35.4% | -54.3% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling