+394.0%
CAH vs SHAK
-22.8%
+416.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.9% |
| 7D | -5.1% | -8.3% | +3.2% | -4.5% |
| 30D | +0.2% | -12.6% | +12.8% | +1.2% |
| 3M | +6.3% | +9.1% | -2.8% | +5.4% |
| 6M | +9.4% | -31.2% | +40.6% | +11.8% |
| YTD | +15.0% | -21.6% | +36.5% | +16.1% |
| 1Y | +55.4% | -38.8% | +94.2% | +59.9% |
| 3Y | +173.8% | +0.6% | +173.2% | +164.9% |
| All | +394.0% | -22.8% | +416.8% | +373.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling