+63.4%
SHAK vs COO
+57.9%
+5.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.4% | +2.7% |
| 7D | +4.3% | +0.5% | +3.8% | +4.1% |
| 30D | +9.0% | +14.2% | -5.1% | +0.8% |
| 3M | +1.8% | -18.2% | +20.0% | +13.7% |
| 6M | +17.3% | +5.3% | +12.0% | +11.5% |
| YTD | -7.6% | -23.6% | +15.9% | +6.8% |
| 1Y | -16.9% | -12.7% | -4.2% | -11.9% |
| 3Y | +35.1% | -24.2% | +59.2% | +47.2% |
| 5Y | -11.3% | -40.0% | +28.7% | +12.3% |
| 10Y | +98.8% | +41.6% | +57.3% | +54.8% |
| All | +63.4% | +57.9% | +5.5% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling