+287.5%
CAH vs SHAK
+87.2%
+200.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.0% |
| 7D | -5.1% | -8.3% | +3.2% | -4.1% |
| 30D | +0.2% | -12.6% | +12.8% | +1.8% |
| 3M | +6.3% | +9.1% | -2.8% | +4.7% |
| 6M | +9.4% | -31.2% | +40.6% | +13.2% |
| YTD | +15.0% | -21.6% | +36.5% | +16.6% |
| 1Y | +55.4% | -38.8% | +94.2% | +62.5% |
| 3Y | +173.8% | +0.6% | +173.2% | +156.8% |
| 5Y | +395.2% | -22.5% | +417.7% | +365.6% |
| All | +287.5% | +87.2% | +200.3% | +171.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling