+36.4%
CVS vs SHAK
+43.4%
-7.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | +0.4% | -5.2% | +5.6% | +0.8% |
| 3M | -0.4% | +27.3% | -27.7% | -2.7% |
| 6M | +25.1% | -27.9% | +53.0% | +27.4% |
| YTD | +23.9% | -17.0% | +40.8% | +24.4% |
| 1Y | +41.1% | -30.9% | +72.0% | +43.7% |
| 3Y | +63.6% | +3.4% | +60.2% | +56.8% |
| 5Y | +31.5% | -20.5% | +52.0% | +26.1% |
| 10Y | +40.5% | +88.3% | -47.8% | +18.1% |
| All | +36.4% | +43.4% | -7.0% | +15.5% |
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