+376.8%
CCEP vs SHAK
+47.7%
+329.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.1% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -2.6% | -6.6% | +4.0% | -1.9% |
| 3M | +14.9% | +30.1% | -15.1% | +11.1% |
| 6M | +2.3% | -28.7% | +31.0% | +5.2% |
| YTD | +17.8% | -14.5% | +32.4% | +18.3% |
| 1Y | +24.2% | -31.9% | +56.1% | +27.8% |
| 3Y | +84.7% | -1.0% | +85.7% | +75.5% |
| 5Y | +103.2% | -18.7% | +121.9% | +91.8% |
| 10Y | +257.4% | +98.1% | +159.3% | +197.8% |
| All | +376.8% | +47.7% | +329.2% | +295.4% |
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