-78.7%
CAPR vs SHAK
+87.2%
-165.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | -0.1% |
| 7D | -11.0% | -8.3% | -2.7% | -8.6% |
| 30D | +99.8% | -12.6% | +112.4% | +107.6% |
| 3M | -66.6% | +9.1% | -75.7% | -69.4% |
| 6M | -75.1% | -31.2% | -43.8% | -74.2% |
| YTD | -71.0% | -21.6% | -49.4% | -71.5% |
| 1Y | +30.0% | -38.8% | +68.7% | +37.8% |
| 3Y | +29.0% | +0.6% | +28.4% | +0.4% |
| 5Y | +70.8% | -22.5% | +93.3% | +36.3% |
| All | -78.7% | +87.2% | -165.9% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling