+92.1%
CAT vs SHAK
-37.3%
+129.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +0.6% | -11.0% | +11.6% | +1.9% |
| 30D | -4.5% | -14.0% | +9.5% | -2.9% |
| 3M | -5.8% | +13.3% | -19.1% | -7.6% |
| 6M | +12.7% | -35.3% | +48.1% | +20.4% |
| YTD | +41.4% | -24.0% | +65.4% | +48.1% |
| 1Y | +92.1% | -36.7% | +128.8% | +111.0% |
| All | +92.1% | -37.3% | +129.3% | +111.0% |
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