+1.5%
CARR vs SHAK
-2.6%
+4.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.8% |
| 7D | -3.8% | -8.3% | +4.5% | -2.1% |
| 30D | -8.9% | -12.6% | +3.7% | -6.5% |
| 3M | -17.3% | +9.1% | -26.4% | -19.2% |
| 6M | -1.4% | -31.2% | +29.9% | +4.5% |
| YTD | +10.0% | -21.6% | +31.6% | +12.4% |
| 1Y | -6.4% | -38.8% | +32.4% | +1.3% |
| 3Y | +1.5% | +0.6% | +0.9% | -8.4% |
| All | +1.5% | -2.6% | +4.2% | -8.4% |
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