-0.4%
SHAK vs CASY
+163.7%
-164.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -14.2% | +7.7% | -2.2% |
| 7D | -7.2% | -16.5% | +9.3% | -2.1% |
| 30D | -11.8% | -26.4% | +14.6% | -3.6% |
| 3M | +17.2% | -17.3% | +34.5% | +22.3% |
| 6M | -34.1% | -5.2% | -28.9% | -34.9% |
| YTD | -22.4% | +14.1% | -36.5% | -28.3% |
| 1Y | -35.9% | +16.6% | -52.5% | -41.5% |
| All | -0.4% | +163.7% | -164.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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