+249.4%
COF vs SHAK
+31.3%
+218.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -6.1% | -11.0% | +4.9% | -3.1% |
| 30D | -5.2% | -14.0% | +8.9% | -1.2% |
| 3M | +17.0% | +13.3% | +3.8% | +12.2% |
| 6M | +12.9% | -35.3% | +48.2% | +23.5% |
| YTD | -13.5% | -24.0% | +10.4% | -9.9% |
| 1Y | -5.9% | -36.7% | +30.8% | +2.7% |
| 3Y | +117.1% | -5.4% | +122.5% | +101.2% |
| 5Y | +45.4% | -24.9% | +70.3% | +36.1% |
| 10Y | +244.1% | +79.6% | +164.5% | +146.4% |
| All | +249.4% | +31.3% | +218.1% | +161.0% |
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