+2.6%
CART vs SHAK
-35.2%
+37.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.1% |
| 7D | -9.5% | -7.2% | -2.3% | -8.7% |
| 30D | -7.8% | -11.8% | +4.1% | -6.4% |
| 3M | +10.4% | +17.2% | -6.7% | +8.5% |
| 6M | +20.1% | -34.1% | +54.2% | +23.9% |
| YTD | +3.7% | -22.4% | +26.1% | +7.1% |
| 1Y | +2.6% | -35.9% | +38.5% | +0.6% |
| All | +2.6% | -35.2% | +37.8% | +0.6% |
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