+57.0%
CPAY vs SHAK
-22.8%
+79.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.8% |
| 7D | -2.0% | -8.3% | +6.3% | 0.0% |
| 30D | -0.4% | -12.6% | +12.3% | +2.7% |
| 3M | +16.4% | +9.1% | +7.2% | +13.1% |
| 6M | +23.5% | -31.2% | +54.8% | +31.4% |
| YTD | +35.7% | -21.6% | +57.2% | +39.1% |
| 1Y | +30.2% | -38.8% | +69.0% | +41.6% |
| 3Y | +49.7% | +0.6% | +49.1% | +35.5% |
| All | +57.0% | -22.8% | +79.8% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling