+179.3%
COR vs SHAK
-22.8%
+202.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | +0.1% |
| 7D | -2.8% | -8.3% | +5.5% | -2.6% |
| 30D | +2.6% | -12.6% | +15.2% | +3.0% |
| 3M | +14.5% | +9.1% | +5.3% | +14.0% |
| 6M | -7.8% | -31.2% | +23.4% | -7.1% |
| YTD | -4.2% | -21.6% | +17.4% | -3.9% |
| 1Y | +7.0% | -38.8% | +45.8% | +8.1% |
| 3Y | +85.5% | +0.6% | +84.9% | +82.0% |
| All | +179.3% | -22.8% | +202.1% | +171.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling