+20.0%
CP vs SHAK
-37.3%
+57.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -2.7% | -11.0% | +8.3% | -1.6% |
| 30D | -3.4% | -14.0% | +10.7% | -2.0% |
| 3M | -0.6% | +13.3% | -13.9% | -1.7% |
| 6M | +6.3% | -35.3% | +41.6% | +10.0% |
| YTD | +21.2% | -24.0% | +45.2% | +22.9% |
| 1Y | +20.0% | -36.7% | +56.7% | +25.2% |
| All | +20.0% | -37.3% | +57.3% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling