+50.5%
COP vs SHAK
-34.9%
+85.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | +0.5% |
| 7D | +2.3% | -8.3% | +10.6% | +1.7% |
| 30D | +8.6% | -12.6% | +21.3% | +7.6% |
| 3M | +19.9% | +9.1% | +10.7% | +20.8% |
| 6M | +19.0% | -31.2% | +50.3% | +19.0% |
| YTD | +50.0% | -21.6% | +71.5% | +51.2% |
| 1Y | +50.5% | -38.8% | +89.3% | +44.1% |
| All | +50.5% | -34.9% | +85.4% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling