+190.1%
CP vs SHAK
+47.7%
+142.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +0.2% | -6.6% | +6.8% | +1.1% |
| 3M | +2.6% | +30.1% | -27.5% | -1.7% |
| 6M | +6.0% | -28.7% | +34.7% | +9.7% |
| YTD | +24.9% | -14.5% | +39.4% | +25.5% |
| 1Y | +20.1% | -31.9% | +52.0% | +24.4% |
| 3Y | +16.4% | -1.0% | +17.3% | +10.8% |
| 5Y | +31.7% | -18.7% | +50.4% | +24.5% |
| 10Y | +223.9% | +98.1% | +125.7% | +143.3% |
| All | +190.1% | +47.7% | +142.5% | +126.8% |
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 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