+212.8%
COP vs SHAK
+43.4%
+169.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +15.6% | -5.2% | +20.8% | +16.6% |
| 3M | +14.3% | +27.3% | -12.9% | +8.4% |
| 6M | +17.0% | -27.9% | +44.9% | +21.1% |
| YTD | +47.4% | -17.0% | +64.4% | +47.6% |
| 1Y | +52.4% | -30.9% | +83.3% | +57.5% |
| 3Y | +20.8% | +3.4% | +17.4% | +9.1% |
| 5Y | +191.7% | -20.5% | +212.2% | +164.1% |
| 10Y | +325.1% | +88.3% | +236.8% | +190.3% |
| All | +212.8% | +43.4% | +169.4% | +120.4% |
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