+58.3%
SHAK vs CASY
+726.6%
-668.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | +4.1% | +2.5% | +1.6% | +3.0% |
| 30D | +2.3% | +10.2% | -7.9% | -2.3% |
| 3M | -0.2% | -15.7% | +15.5% | +6.9% |
| 6M | +10.1% | -18.4% | +28.4% | +17.7% |
| YTD | -10.5% | +28.3% | -38.7% | -23.2% |
| 1Y | -22.4% | +32.6% | -55.0% | -34.7% |
| 3Y | +32.1% | +159.5% | -127.4% | -22.2% |
| 5Y | -14.0% | +263.9% | -277.9% | -58.1% |
| 10Y | +92.7% | +548.5% | -455.8% | -25.1% |
| All | +58.3% | +726.6% | -668.3% | -42.2% |
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 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