+714.4%
CCJ vs SHAK
+43.4%
+671.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.7% |
| 7D | +5.9% | -0.3% | +6.3% | +6.0% |
| 30D | +4.7% | -5.2% | +9.9% | +5.7% |
| 3M | -3.3% | +27.3% | -30.6% | -7.9% |
| 6M | -7.0% | -27.9% | +20.8% | -3.0% |
| YTD | +11.5% | -17.0% | +28.4% | +12.9% |
| 1Y | +32.3% | -30.9% | +63.2% | +38.0% |
| 3Y | +176.8% | +3.4% | +173.5% | +161.1% |
| 5Y | +351.8% | -20.5% | +372.3% | +327.7% |
| 10Y | +1,080.5% | +88.3% | +992.2% | +809.8% |
| All | +714.4% | +43.4% | +671.0% | +570.5% |
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