+40.0%
CVS vs SHAK
+87.2%
-47.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -1.0% |
| 7D | -2.2% | -8.3% | +6.1% | -1.4% |
| 30D | -0.1% | -12.6% | +12.6% | +1.1% |
| 3M | -5.2% | +9.1% | -14.3% | -6.3% |
| 6M | +26.9% | -31.2% | +58.1% | +30.0% |
| YTD | +22.1% | -21.6% | +43.7% | +23.2% |
| 1Y | +30.8% | -38.8% | +69.6% | +35.1% |
| 3Y | +54.4% | +0.6% | +53.8% | +47.0% |
| 5Y | +33.4% | -22.5% | +55.9% | +27.0% |
| All | +40.0% | +87.2% | -47.2% | +10.6% |
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