+421.5%
CORZ vs SHAK
-11.6%
+433.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +2.3% |
| 7D | +0.3% | -8.3% | +8.6% | +2.9% |
| 30D | -14.0% | -12.6% | -1.4% | -10.6% |
| 3M | -34.1% | +9.1% | -43.2% | -36.7% |
| 6M | +8.5% | -31.2% | +39.7% | +19.4% |
| YTD | +23.2% | -21.6% | +44.8% | +28.6% |
| 1Y | +15.4% | -38.8% | +54.2% | +31.4% |
| All | +421.5% | -11.6% | +433.1% | +507.5% |
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 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