+444.5%
CORZ vs SHAK
-6.4%
+450.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +5.6% |
| 7D | +16.6% | -0.3% | +16.9% | +16.6% |
| 30D | -10.9% | -5.2% | -5.6% | -9.5% |
| 3M | -31.0% | +27.3% | -58.3% | -37.0% |
| 6M | +26.0% | -27.9% | +53.9% | +36.7% |
| YTD | +28.6% | -17.0% | +45.6% | +32.0% |
| 1Y | +34.5% | -30.9% | +65.4% | +46.5% |
| All | +444.5% | -6.4% | +450.9% | +523.4% |
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