+216.7%
CTVA vs SHAK
+7.7%
+209.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.2% |
| 7D | -4.5% | -8.3% | +3.8% | -3.2% |
| 30D | +11.3% | -12.6% | +24.0% | +13.7% |
| 3M | +12.3% | +9.1% | +3.2% | +10.1% |
| 6M | +7.2% | -31.2% | +38.4% | +12.0% |
| YTD | +26.0% | -21.6% | +47.6% | +28.1% |
| 1Y | +16.0% | -38.8% | +54.8% | +23.0% |
| 3Y | +73.9% | +0.6% | +73.3% | +60.4% |
| 5Y | +103.8% | -22.5% | +126.3% | +89.6% |
| All | +216.7% | +7.7% | +209.0% | +129.1% |
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