+35.1%
SHAK vs COO
-24.0%
+59.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.4% | +2.9% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +9.0% | +14.2% | -5.1% | +3.4% |
| 3M | +1.8% | -18.2% | +20.0% | +10.1% |
| 6M | +17.3% | +5.3% | +12.0% | +13.9% |
| YTD | -7.6% | -23.6% | +15.9% | +2.5% |
| 1Y | -16.9% | -12.7% | -4.2% | -12.8% |
| 3Y | +35.1% | -24.2% | +59.2% | +27.6% |
| All | +35.1% | -24.0% | +59.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling