+198.9%
CP vs SHAK
+59.5%
+139.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -0.9% |
| 7D | +2.1% | +4.3% | -2.2% | +1.5% |
| 30D | +9.3% | +9.0% | +0.3% | +7.8% |
| 3M | +0.5% | +1.8% | -1.4% | -0.2% |
| 6M | +10.4% | +17.3% | -6.9% | +6.9% |
| YTD | +28.7% | -7.6% | +36.3% | +27.4% |
| 1Y | +33.2% | -16.9% | +50.1% | +33.7% |
| 3Y | +38.4% | +35.1% | +3.4% | +25.6% |
| 5Y | +26.2% | -11.3% | +37.4% | +17.9% |
| 10Y | +258.4% | +98.8% | +159.5% | +167.6% |
| All | +198.9% | +59.5% | +139.3% | +130.2% |
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 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