-50.5%
SHAK vs CAI
-9.9%
-40.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +1.9% | +3.0% |
| 7D | -8.3% | -2.9% | -5.4% | -8.0% |
| 30D | -12.6% | +9.3% | -22.0% | -13.5% |
| 3M | +9.1% | +35.2% | -26.1% | +5.4% |
| 6M | -31.2% | +30.7% | -62.0% | -34.0% |
| YTD | -21.6% | -9.8% | -11.8% | -22.4% |
| 1Y | -38.8% | -28.9% | -9.9% | -37.9% |
| All | -50.5% | -9.9% | -40.6% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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