+565.2%
COPX vs SHAK
+87.2%
+478.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.8% |
| 7D | -2.3% | -8.3% | +5.9% | -0.6% |
| 30D | +0.3% | -12.6% | +12.9% | +3.1% |
| 3M | +6.8% | +9.1% | -2.3% | +4.2% |
| 6M | +7.9% | -31.2% | +39.2% | +14.5% |
| YTD | +23.7% | -21.6% | +45.3% | +27.1% |
| 1Y | +71.5% | -38.8% | +110.3% | +85.2% |
| 3Y | +149.1% | +0.6% | +148.5% | +129.8% |
| 5Y | +167.3% | -22.5% | +189.9% | +148.2% |
| All | +565.2% | +87.2% | +478.0% | +328.8% |
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