+72.5%
CART vs SHAK
+15.1%
+57.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.2% |
| 7D | +3.0% | +2.0% | +1.0% | +2.7% |
| 30D | +28.6% | +12.0% | +16.5% | +26.5% |
| 3M | +29.1% | +2.3% | +26.7% | +28.4% |
| 6M | +44.7% | -25.5% | +70.2% | +48.3% |
| YTD | +29.2% | -11.4% | +40.6% | +29.2% |
| 1Y | +66.2% | -21.8% | +87.9% | +68.3% |
| 3Y | +112.8% | +25.8% | +87.0% | +86.9% |
| All | +72.5% | +15.1% | +57.4% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling