-25.4%
SHAK vs COO
-44.2%
+18.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.2% | -0.3% | -3.0% |
| 7D | -7.2% | -9.0% | +1.8% | -2.1% |
| 30D | -11.8% | -16.8% | +5.0% | -2.1% |
| 3M | +17.2% | -7.5% | +24.7% | +22.3% |
| 6M | -34.1% | -16.3% | -17.9% | -27.3% |
| YTD | -22.4% | -22.5% | +0.2% | -10.5% |
| 1Y | -35.9% | -7.0% | -28.9% | -34.0% |
| 3Y | -3.4% | -27.5% | +24.1% | +7.7% |
| 5Y | -25.4% | -43.3% | +17.9% | +1.8% |
| All | -25.4% | -44.2% | +18.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling