+285.6%
CAH vs SHAK
+31.3%
+254.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | -5.1% | -11.0% | +5.9% | -3.7% |
| 30D | -1.8% | -14.0% | +12.3% | 0.0% |
| 3M | +9.4% | +13.3% | -3.9% | +7.4% |
| 6M | +9.2% | -35.3% | +44.6% | +13.7% |
| YTD | +15.7% | -24.0% | +39.7% | +17.7% |
| 1Y | +59.7% | -36.7% | +96.4% | +65.8% |
| 3Y | +178.5% | -5.4% | +183.8% | +165.4% |
| 5Y | +398.3% | -24.9% | +423.2% | +373.5% |
| 10Y | +295.7% | +79.6% | +216.0% | +210.3% |
| All | +285.6% | +31.3% | +254.3% | +209.5% |
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