-42.6%
CCL vs SHAK
+87.2%
-129.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | -0.4% |
| 7D | -3.2% | -8.3% | +5.1% | +1.0% |
| 30D | -17.8% | -12.6% | -5.1% | -12.2% |
| 3M | -18.7% | +9.1% | -27.8% | -23.3% |
| 6M | -11.4% | -31.2% | +19.8% | +1.8% |
| YTD | -24.3% | -21.6% | -2.7% | -19.2% |
| 1Y | -28.8% | -38.8% | +10.0% | -14.4% |
| 3Y | +49.3% | +0.6% | +48.7% | +23.3% |
| 5Y | +1.6% | -22.5% | +24.1% | -7.9% |
| All | -42.6% | +87.2% | -129.9% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling