+541.2%
COPX vs SHAK
+34.1%
+507.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.5% | +2.3% |
| 7D | +6.0% | -7.2% | +13.2% | +7.5% |
| 30D | +6.4% | -11.8% | +18.2% | +9.1% |
| 3M | +19.3% | +17.2% | +2.1% | +14.9% |
| 6M | +16.2% | -34.1% | +50.4% | +24.0% |
| YTD | +33.2% | -22.4% | +55.5% | +36.9% |
| 1Y | +90.2% | -35.9% | +126.1% | +102.6% |
| 3Y | +175.7% | -3.4% | +179.0% | +158.4% |
| 5Y | +193.1% | -25.4% | +218.5% | +176.3% |
| 10Y | +619.4% | +83.4% | +536.0% | +404.9% |
| All | +541.2% | +34.1% | +507.2% | +361.6% |
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