-68.6%
CAPR vs SHAK
+14.6%
-83.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.2% | -10.1% | -6.0% |
| 7D | +5.9% | +4.3% | +1.6% | +7.1% |
| 30D | +44.6% | +9.0% | +35.6% | +47.7% |
| 3M | +126.4% | +1.8% | +124.5% | +115.7% |
| 6M | -68.6% | +17.3% | -85.9% | -56.8% |
| All | -68.6% | +14.6% | -83.2% | -56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling