+201.6%
CAT vs SHAK
-3.6%
+205.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.3% |
| 7D | +2.9% | -7.2% | +10.1% | +4.2% |
| 30D | -2.6% | -11.8% | +9.2% | -0.6% |
| 3M | -10.7% | +17.2% | -27.8% | -13.8% |
| 6M | +16.1% | -34.1% | +50.3% | +23.8% |
| YTD | +43.2% | -22.4% | +65.6% | +47.3% |
| 1Y | +96.8% | -35.9% | +132.7% | +109.7% |
| All | +201.6% | -3.6% | +205.2% | +184.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling