+42.4%
CART vs SHAK
+7.9%
+34.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.7% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -4.3% | -5.2% | +0.9% | -3.7% |
| 3M | +13.1% | +27.3% | -14.1% | +9.7% |
| 6M | +26.0% | -27.9% | +53.9% | +29.6% |
| YTD | +6.7% | -17.0% | +23.7% | +7.8% |
| 1Y | +6.3% | -30.9% | +37.2% | +9.3% |
| All | +42.4% | +7.9% | +34.5% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling