+338.5%
COP vs SHAK
+87.2%
+251.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.4% |
| 7D | +2.3% | -8.3% | +10.6% | +3.9% |
| 30D | +8.6% | -12.6% | +21.3% | +11.3% |
| 3M | +19.9% | +9.1% | +10.7% | +16.7% |
| 6M | +19.0% | -31.2% | +50.3% | +24.6% |
| YTD | +50.0% | -21.6% | +71.5% | +51.6% |
| 1Y | +50.5% | -38.8% | +89.3% | +59.9% |
| 3Y | +25.2% | +0.6% | +24.6% | +11.7% |
| 5Y | +194.3% | -22.5% | +216.8% | +163.2% |
| All | +338.5% | +87.2% | +251.3% | +170.0% |
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 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