+368.5%
COR vs SHAK
+43.4%
+325.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.6% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | +1.5% | -5.2% | +6.8% | +2.0% |
| 3M | +18.7% | +27.3% | -8.6% | +15.9% |
| 6M | -9.0% | -27.9% | +18.8% | -7.3% |
| YTD | -3.3% | -17.0% | +13.7% | -2.9% |
| 1Y | +9.8% | -30.9% | +40.8% | +11.9% |
| 3Y | +87.4% | +3.4% | +84.0% | +78.2% |
| 5Y | +180.5% | -20.5% | +201.0% | +167.2% |
| 10Y | +398.1% | +88.3% | +309.9% | +302.2% |
| All | +368.5% | +43.4% | +325.1% | +286.3% |
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