+161.4%
CCJ vs SHAK
-5.6%
+167.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | -3.2% | -11.0% | +7.8% | -1.1% |
| 30D | -1.3% | -14.0% | +12.7% | +1.4% |
| 3M | +2.5% | +13.3% | -10.7% | -0.2% |
| 6M | -18.9% | -35.3% | +16.5% | -13.2% |
| YTD | +6.5% | -24.0% | +30.5% | +9.9% |
| 1Y | +22.8% | -36.7% | +59.5% | +31.1% |
| All | +161.4% | -5.6% | +167.0% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling