-3.5%
CHTR vs SHAK
+35.4%
-39.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +3.3% |
| 7D | -4.1% | -8.3% | +4.2% | -3.0% |
| 30D | -3.0% | -12.6% | +9.7% | -1.2% |
| 3M | +4.8% | +9.1% | -4.4% | +3.3% |
| 6M | -35.0% | -31.2% | -3.8% | -33.0% |
| YTD | -30.2% | -21.6% | -8.6% | -29.5% |
| 1Y | -44.8% | -38.8% | -6.0% | -42.4% |
| 3Y | -66.6% | +0.6% | -67.2% | -68.2% |
| 5Y | -81.5% | -22.5% | -59.0% | -82.4% |
| 10Y | -44.8% | +85.3% | -130.1% | -55.7% |
| All | -3.5% | +35.4% | -39.0% | -21.6% |
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 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