-0.8%
CCL vs SHAK
-22.8%
+21.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | -0.3% |
| 7D | -3.2% | -8.3% | +5.1% | +0.9% |
| 30D | -17.8% | -12.6% | -5.1% | -12.3% |
| 3M | -18.7% | +9.1% | -27.8% | -23.2% |
| 6M | -11.4% | -31.2% | +19.8% | +1.8% |
| YTD | -24.3% | -21.6% | -2.7% | -19.4% |
| 1Y | -28.8% | -38.8% | +10.0% | -14.2% |
| 3Y | +49.3% | +0.6% | +48.7% | +17.5% |
| All | -0.8% | -22.8% | +21.9% | -18.4% |
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