+56.6%
CART vs SHAK
-16.7%
+73.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.3% | -6.7% | -0.4% |
| 7D | +1.5% | +6.5% | -5.0% | +0.6% |
| 30D | +22.4% | +15.3% | +7.1% | +19.8% |
| 3M | +16.5% | +8.5% | +8.1% | +14.8% |
| 6M | +44.9% | +10.0% | +34.9% | +41.9% |
| YTD | +30.0% | -5.0% | +34.9% | +29.6% |
| All | +56.6% | -16.7% | +73.3% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling