-85.5%
CAPR vs SHAK
+47.7%
-133.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.3% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +139.2% | -6.6% | +145.8% | +142.6% |
| 3M | -66.4% | +30.1% | -96.4% | -70.1% |
| 6M | -63.1% | -28.7% | -34.4% | -62.3% |
| YTD | -67.4% | -14.5% | -52.9% | -68.5% |
| 1Y | +58.2% | -31.9% | +90.1% | +61.7% |
| 3Y | +42.2% | -1.0% | +43.2% | +19.7% |
| 5Y | +87.3% | -18.7% | +105.9% | +57.8% |
| 10Y | -75.3% | +98.1% | -173.4% | -85.1% |
| All | -85.5% | +47.7% | -133.2% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling