+318.0%
CORZ vs SHAK
+0.9%
+317.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.4% |
| 7D | +26.4% | +4.1% | +22.3% | +24.9% |
| 30D | -6.8% | +2.3% | -9.1% | -7.6% |
| 3M | -31.1% | -0.2% | -30.9% | -31.4% |
| 6M | -36.9% | +10.1% | -47.0% | -40.0% |
| YTD | -1.2% | -10.5% | +9.2% | -1.4% |
| 1Y | -12.5% | -22.4% | +9.9% | -8.1% |
| All | +318.0% | +0.9% | +317.1% | +365.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling