+434.6%
CCEP vs SHAK
+59.5%
+375.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.0% |
| 7D | +2.1% | +4.3% | -2.2% | +1.6% |
| 30D | +10.6% | +9.0% | +1.6% | +9.4% |
| 3M | +10.3% | +1.8% | +8.5% | +9.8% |
| 6M | +31.1% | +17.3% | +13.8% | +27.8% |
| YTD | +32.1% | -7.6% | +39.8% | +31.1% |
| 1Y | +32.8% | -16.9% | +49.7% | +33.4% |
| 3Y | +111.3% | +35.1% | +76.3% | +92.7% |
| 5Y | +147.5% | -11.3% | +158.8% | +131.4% |
| 10Y | +338.1% | +98.8% | +239.2% | +261.7% |
| All | +434.6% | +59.5% | +375.1% | +338.3% |
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