+688.6%
CAT vs SHAK
+97.6%
+591.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.4% |
| 7D | +7.4% | +4.3% | +3.1% | +6.6% |
| 30D | -19.7% | +9.0% | -28.7% | -21.1% |
| 3M | -29.6% | +1.8% | -31.4% | -30.2% |
| 6M | -33.2% | +17.3% | -50.5% | -36.0% |
| YTD | +5.7% | -7.6% | +13.3% | +4.5% |
| 1Y | +9.3% | -16.9% | +26.3% | +10.0% |
| 3Y | +158.3% | +35.1% | +123.3% | +129.1% |
| 5Y | +211.6% | -11.3% | +222.8% | +186.8% |
| All | +688.6% | +97.6% | +591.1% | +423.9% |
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 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