+72.5%
CAPR vs SHAK
-25.9%
+98.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -3.8% |
| 7D | -12.6% | -7.2% | -5.4% | -11.8% |
| 30D | +124.4% | -11.8% | +136.2% | +127.8% |
| 3M | -66.8% | +17.2% | -83.9% | -68.4% |
| 6M | -71.8% | -34.1% | -37.7% | -70.7% |
| YTD | -70.1% | -22.4% | -47.7% | -69.8% |
| 1Y | +33.3% | -35.9% | +69.3% | +39.1% |
| 3Y | +36.7% | -3.4% | +40.1% | +19.2% |
| 5Y | +72.5% | -25.4% | +97.9% | +62.0% |
| All | +72.5% | -25.9% | +98.3% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling