+105.1%
CTVA vs SHAK
-22.8%
+127.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.1% |
| 7D | -4.5% | -8.3% | +3.8% | -3.6% |
| 30D | +11.3% | -12.6% | +24.0% | +13.0% |
| 3M | +12.3% | +9.1% | +3.2% | +10.8% |
| 6M | +7.2% | -31.2% | +38.4% | +10.7% |
| YTD | +26.0% | -21.6% | +47.6% | +27.6% |
| 1Y | +16.0% | -38.8% | +54.8% | +21.1% |
| 3Y | +73.9% | +0.6% | +73.3% | +65.7% |
| All | +105.1% | -22.8% | +127.9% | +102.2% |
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 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