+425.9%
CORZ vs SHAK
-12.5%
+438.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -1.5% |
| 7D | +7.6% | -7.2% | +14.8% | +10.0% |
| 30D | -6.9% | -11.8% | +4.9% | -3.5% |
| 3M | -33.0% | +17.2% | -50.2% | -37.3% |
| 6M | +19.3% | -34.1% | +53.5% | +33.2% |
| YTD | +24.2% | -22.4% | +46.6% | +30.1% |
| 1Y | +24.5% | -35.9% | +60.4% | +38.8% |
| All | +425.9% | -12.5% | +438.4% | +514.3% |
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 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