+897.4%
CAT vs SHAK
+59.7%
+837.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +1.7% | +3.0% | -1.3% | +1.3% |
| 30D | -24.6% | +8.2% | -32.8% | -25.7% |
| 3M | -28.5% | +4.6% | -33.1% | -29.3% |
| 6M | -34.8% | +16.3% | -51.2% | -37.2% |
| YTD | +5.9% | -7.6% | +13.5% | +4.9% |
| 1Y | +6.8% | -18.7% | +25.6% | +7.9% |
| 3Y | +161.1% | +36.4% | +124.7% | +134.6% |
| 5Y | +213.4% | -10.5% | +223.9% | +190.8% |
| 10Y | +700.3% | +99.0% | +601.3% | +493.3% |
| All | +897.4% | +59.7% | +837.8% | +629.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling