+63.4%
SHAK vs CASY
+733.0%
-669.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.8% |
| 7D | +4.3% | +3.6% | +0.7% | +2.7% |
| 30D | +9.0% | +9.1% | 0.0% | +4.7% |
| 3M | +1.8% | -16.5% | +18.3% | +9.6% |
| 6M | +17.3% | -19.7% | +37.0% | +26.6% |
| YTD | -7.6% | +29.3% | -36.9% | -21.0% |
| 1Y | -16.9% | +33.1% | -50.0% | -30.2% |
| 3Y | +35.1% | +158.5% | -123.5% | -20.3% |
| 5Y | -11.3% | +266.7% | -278.0% | -56.9% |
| 10Y | +98.8% | +553.5% | -454.7% | -23.0% |
| All | +63.4% | +733.0% | -669.7% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling