+1,246.2%
CAT vs SHAK
+47.7%
+1,198.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | -6.6% | -6.6% | +0.1% | -5.5% |
| 3M | -13.3% | +30.1% | -43.4% | -17.5% |
| 6M | +11.6% | -28.7% | +40.4% | +16.3% |
| YTD | +42.9% | -14.5% | +57.4% | +44.0% |
| 1Y | +95.4% | -31.9% | +127.3% | +103.9% |
| 3Y | +196.6% | -1.0% | +197.5% | +181.8% |
| 5Y | +321.7% | -18.7% | +340.4% | +296.9% |
| 10Y | +1,140.8% | +98.1% | +1,042.7% | +827.8% |
| All | +1,246.2% | +47.7% | +1,198.6% | +901.4% |
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