+223.6%
CP vs SHAK
+81.5%
+142.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -2.7% | -11.0% | +8.3% | -0.9% |
| 30D | -3.4% | -14.0% | +10.7% | -1.1% |
| 3M | -0.6% | +13.3% | -13.9% | -3.0% |
| 6M | +6.3% | -35.3% | +41.6% | +12.0% |
| YTD | +21.2% | -24.0% | +45.2% | +23.9% |
| 1Y | +20.0% | -36.7% | +56.7% | +26.1% |
| 3Y | +18.7% | -5.4% | +24.1% | +13.0% |
| 5Y | +34.8% | -24.9% | +59.7% | +27.9% |
| All | +223.6% | +81.5% | +142.1% | +125.8% |
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 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