+219.9%
CTVA vs SHAK
+6.6%
+213.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.3% |
| 7D | -5.8% | -7.2% | +1.4% | -4.7% |
| 30D | +11.1% | -11.8% | +22.9% | +13.3% |
| 3M | +13.2% | +17.2% | -3.9% | +9.6% |
| 6M | +8.7% | -34.1% | +42.9% | +14.5% |
| YTD | +27.3% | -22.4% | +49.7% | +29.6% |
| 1Y | +18.0% | -35.9% | +53.9% | +24.0% |
| 3Y | +76.5% | -3.4% | +79.8% | +64.1% |
| 5Y | +105.1% | -25.4% | +130.5% | +92.4% |
| All | +219.9% | +6.6% | +213.3% | +131.8% |
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