-51.0%
SHAK vs CAI
-11.0%
-40.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.3% | -6.2% |
| 7D | -7.2% | -3.1% | -4.1% | -6.8% |
| 30D | -11.8% | +2.7% | -14.5% | -12.2% |
| 3M | +17.2% | +41.7% | -24.5% | +12.5% |
| 6M | -34.1% | +26.5% | -60.6% | -36.5% |
| YTD | -22.4% | -10.9% | -11.4% | -23.0% |
| 1Y | -35.9% | -29.2% | -6.7% | -35.0% |
| All | -51.0% | -11.0% | -40.0% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling