-25.4%
SHAK vs CASY
+234.8%
-260.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -14.2% | +7.7% | -1.0% |
| 7D | -7.2% | -16.5% | +9.3% | -0.7% |
| 30D | -11.8% | -26.4% | +14.6% | -1.1% |
| 3M | +17.2% | -17.3% | +34.5% | +23.7% |
| 6M | -34.1% | -5.2% | -28.9% | -35.0% |
| YTD | -22.4% | +14.1% | -36.5% | -29.7% |
| 1Y | -35.9% | +16.6% | -52.5% | -42.8% |
| 3Y | -3.4% | +163.7% | -167.1% | -44.2% |
| 5Y | -25.4% | +231.3% | -256.7% | -64.2% |
| All | -25.4% | +234.8% | -260.2% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling