+58.2%
CAPR vs SHAK
-34.0%
+92.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.3% |
| 7D | -2.0% | -0.7% | -1.3% | -2.1% |
| 30D | +139.2% | -6.6% | +145.8% | +133.8% |
| 3M | -66.4% | +30.1% | -96.4% | -61.1% |
| 6M | -63.1% | -28.7% | -34.4% | -61.8% |
| YTD | -67.4% | -14.5% | -52.9% | -59.1% |
| 1Y | +58.2% | -31.9% | +90.1% | +89.6% |
| All | +58.2% | -34.0% | +92.3% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling