+21.9%
CCL vs SHAK
-21.2%
+43.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.4% | +6.0% |
| 7D | +11.6% | +8.3% | +3.3% | +8.7% |
| 30D | +22.5% | +16.7% | +5.8% | +16.3% |
| 3M | +6.4% | +10.0% | -3.6% | +2.4% |
| 6M | +23.4% | -23.8% | +47.2% | +32.0% |
| YTD | +4.2% | -10.3% | +14.5% | +4.7% |
| 1Y | +21.9% | -22.9% | +44.8% | +34.6% |
| All | +21.9% | -21.2% | +43.1% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling