-37.2%
CCL vs SHAK
+43.4%
-80.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.1% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -20.0% | -5.2% | -14.7% | -18.2% |
| 3M | -13.7% | +27.3% | -40.9% | -22.9% |
| 6M | -9.0% | -27.9% | +18.9% | +0.7% |
| YTD | -22.8% | -17.0% | -5.8% | -20.0% |
| 1Y | -25.3% | -30.9% | +5.6% | -16.8% |
| 3Y | +54.1% | +3.4% | +50.7% | +33.6% |
| 5Y | +3.5% | -20.5% | +24.0% | -2.9% |
| 10Y | -41.0% | +88.3% | -129.3% | -56.9% |
| All | -37.2% | +43.4% | -80.6% | -55.2% |
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