-33.2%
CAT vs SHAK
+14.6%
-47.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -0.8% |
| 7D | +7.4% | +4.3% | +3.1% | +7.5% |
| 30D | -19.7% | +9.0% | -28.7% | -19.2% |
| 3M | -29.6% | +1.8% | -31.4% | -29.5% |
| 6M | -33.2% | +17.3% | -50.5% | -31.1% |
| All | -33.2% | +14.6% | -47.8% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling