+235.6%
CAPR vs SHAK
+36.4%
+199.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.2% | -10.1% | -6.9% |
| 7D | +5.9% | +4.3% | +1.6% | +5.9% |
| 30D | +44.6% | +9.0% | +35.6% | +44.7% |
| 3M | +126.4% | +1.8% | +124.5% | +126.0% |
| 6M | -68.6% | +17.3% | -85.9% | -68.1% |
| YTD | -67.0% | -7.6% | -59.4% | -66.0% |
| 1Y | +65.2% | -16.9% | +82.1% | +72.1% |
| 3Y | +235.6% | +35.1% | +200.5% | +239.9% |
| All | +235.6% | +36.4% | +199.2% | +239.9% |
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