+406.5%
CBOE vs SHAK
+35.4%
+371.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.5% |
| 7D | -5.8% | -8.3% | +2.5% | -5.3% |
| 30D | -3.1% | -12.6% | +9.5% | -2.3% |
| 3M | -4.8% | +9.1% | -13.9% | -5.5% |
| 6M | -0.6% | -31.2% | +30.7% | +1.2% |
| YTD | +12.8% | -21.6% | +34.4% | +13.5% |
| 1Y | +19.8% | -38.8% | +58.6% | +22.5% |
| 3Y | +86.9% | +0.6% | +86.3% | +78.5% |
| 5Y | +136.5% | -22.5% | +159.1% | +126.0% |
| 10Y | +368.4% | +85.3% | +283.1% | +294.1% |
| All | +406.5% | +35.4% | +371.1% | +327.8% |
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 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