+9.3%
CAT vs SHAK
-20.2%
+29.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.1% |
| 7D | +7.4% | +4.3% | +3.1% | +7.1% |
| 30D | -19.7% | +9.0% | -28.7% | -20.2% |
| 3M | -29.6% | +1.8% | -31.4% | -29.7% |
| 6M | -33.2% | +17.3% | -50.5% | -34.1% |
| YTD | +5.7% | -7.6% | +13.3% | +11.4% |
| 1Y | +9.3% | -16.9% | +26.3% | +12.7% |
| All | +9.3% | -20.2% | +29.5% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling