+33.1%
CAPR vs SHAK
-3.6%
+36.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -4.8% |
| 7D | -12.6% | -7.2% | -5.4% | -12.8% |
| 30D | +124.4% | -11.8% | +136.2% | +123.8% |
| 3M | -66.8% | +17.2% | -83.9% | -66.8% |
| 6M | -71.8% | -34.1% | -37.7% | -70.9% |
| YTD | -70.1% | -22.4% | -47.7% | -69.3% |
| 1Y | +33.3% | -35.9% | +69.3% | +40.0% |
| All | +33.1% | -3.6% | +36.8% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling