+46.8%
SHAK vs CASY
+757.2%
-710.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -1.5% |
| 7D | -0.3% | -4.4% | +4.0% | +1.7% |
| 30D | -5.2% | -12.0% | +6.8% | +0.2% |
| 3M | +27.3% | -2.3% | +29.6% | +26.1% |
| 6M | -27.9% | +10.5% | -38.4% | -33.0% |
| YTD | -17.0% | +33.0% | -50.0% | -29.5% |
| 1Y | -30.9% | +41.1% | -72.1% | -43.3% |
| 3Y | +3.4% | +207.5% | -204.1% | -44.0% |
| 5Y | -20.5% | +290.7% | -311.2% | -62.3% |
| 10Y | +88.3% | +556.5% | -468.2% | -27.4% |
| All | +46.8% | +757.2% | -710.4% | -47.0% |
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