+300.2%
CCJ vs SHAK
-22.8%
+322.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -1.5% |
| 7D | -4.0% | -8.3% | +4.3% | -2.2% |
| 30D | -2.4% | -12.6% | +10.3% | +0.6% |
| 3M | -2.3% | +9.1% | -11.4% | -4.9% |
| 6M | -16.2% | -31.2% | +15.0% | -10.7% |
| YTD | +5.7% | -21.6% | +27.3% | +8.6% |
| 1Y | +21.3% | -38.8% | +60.0% | +31.9% |
| 3Y | +159.4% | +0.6% | +158.8% | +137.6% |
| All | +300.2% | -22.8% | +322.9% | +236.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling