+24.9%
COP vs SHAK
-5.6%
+30.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | +1.0% | -11.0% | +11.9% | +1.6% |
| 30D | +9.6% | -14.0% | +23.6% | +10.4% |
| 3M | +15.0% | +13.3% | +1.8% | +13.6% |
| 6M | +21.8% | -35.3% | +57.1% | +25.0% |
| YTD | +49.6% | -24.0% | +73.6% | +50.3% |
| 1Y | +49.9% | -36.7% | +86.6% | +53.6% |
| All | +24.9% | -5.6% | +30.6% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling