+73.5%
CART vs SHAK
+16.3%
+57.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.3% |
| 7D | +1.2% | +4.1% | -2.9% | +0.6% |
| 30D | +17.8% | +2.3% | +15.5% | +17.3% |
| 3M | +20.7% | -0.2% | +20.9% | +20.4% |
| 6M | +49.7% | +10.1% | +39.6% | +47.0% |
| YTD | +30.0% | -10.5% | +40.5% | +29.8% |
| 1Y | +48.4% | -22.4% | +70.8% | +50.4% |
| 3Y | +132.0% | +32.1% | +99.9% | +100.2% |
| All | +73.5% | +16.3% | +57.2% | +52.7% |
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