+237.3%
CVX vs SHAK
+43.4%
+193.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +13.4% | -5.2% | +18.7% | +14.2% |
| 3M | +11.8% | +27.3% | -15.4% | +7.4% |
| 6M | +12.4% | -27.9% | +40.3% | +15.6% |
| YTD | +41.5% | -17.0% | +58.5% | +41.7% |
| 1Y | +41.6% | -30.9% | +72.5% | +45.4% |
| 3Y | +42.2% | +3.4% | +38.9% | +31.3% |
| 5Y | +166.0% | -20.5% | +186.4% | +146.0% |
| 10Y | +207.2% | +88.3% | +118.9% | +129.2% |
| All | +237.3% | +43.4% | +193.9% | +158.3% |
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