+1,144.3%
CAT vs SHAK
+87.2%
+1,057.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.1% |
| 7D | +0.6% | -8.3% | +8.9% | +2.1% |
| 30D | -4.3% | -12.6% | +8.3% | -2.0% |
| 3M | -8.6% | +9.1% | -17.8% | -10.7% |
| 6M | +16.1% | -31.2% | +47.4% | +22.1% |
| YTD | +43.8% | -21.6% | +65.3% | +47.1% |
| 1Y | +91.5% | -38.8% | +130.2% | +104.6% |
| 3Y | +202.7% | +0.6% | +202.1% | +184.1% |
| 5Y | +335.1% | -22.5% | +357.7% | +308.9% |
| All | +1,144.3% | +87.2% | +1,057.1% | +730.6% |
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