+67.2%
CAH vs SHAK
-34.0%
+101.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.4% | -0.7% | +6.1% | +5.4% |
| 30D | +3.3% | -6.6% | +10.0% | +3.8% |
| 3M | +22.8% | +30.1% | -7.3% | +20.4% |
| 6M | +11.3% | -28.7% | +40.0% | +13.5% |
| YTD | +21.1% | -14.5% | +35.6% | +22.3% |
| 1Y | +67.2% | -31.9% | +99.1% | +70.3% |
| All | +67.2% | -34.0% | +101.2% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling