+33.1%
CVS vs SHAK
-25.1%
+58.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -2.0% | -11.0% | +9.0% | -1.4% |
| 30D | +1.9% | -14.0% | +15.9% | +2.6% |
| 3M | -2.2% | +13.3% | -15.4% | -3.0% |
| 6M | +26.7% | -35.3% | +62.1% | +28.8% |
| YTD | +22.9% | -24.0% | +46.9% | +23.7% |
| 1Y | +32.9% | -36.7% | +69.6% | +34.9% |
| 3Y | +62.3% | -5.4% | +67.7% | +59.3% |
| All | +33.1% | -25.1% | +58.2% | +25.6% |
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 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