+73.5%
CART vs SHAK
+21.5%
+52.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +0.3% | +8.2% | -7.9% | -0.7% |
| 30D | +22.4% | +13.5% | +9.0% | +20.3% |
| 3M | +15.6% | +6.2% | +9.4% | +14.4% |
| 6M | +44.9% | +8.2% | +36.7% | +42.5% |
| YTD | +30.0% | -6.5% | +36.5% | +29.1% |
| 1Y | +56.6% | -19.2% | +75.8% | +57.9% |
| 3Y | +131.9% | +37.9% | +94.0% | +99.1% |
| All | +73.5% | +21.5% | +52.0% | +51.8% |
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