+420.1%
CORZ vs SHAK
-3.6%
+423.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.4% | -0.7% | +9.1% | +8.6% |
| 30D | -17.8% | -6.6% | -11.2% | -16.1% |
| 3M | -35.9% | +30.1% | -66.0% | -41.8% |
| 6M | +12.9% | -28.7% | +41.7% | +23.5% |
| YTD | +22.9% | -14.5% | +37.4% | +25.0% |
| 1Y | +31.4% | -31.9% | +63.2% | +44.3% |
| All | +420.1% | -3.6% | +423.7% | +490.6% |
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