+51.2%
SHAK vs COO
+75.4%
-24.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.0% |
| 7D | -0.7% | -2.2% | +1.5% | +0.7% |
| 30D | -6.6% | -7.0% | +0.4% | -2.5% |
| 3M | +30.1% | +12.2% | +17.9% | +20.5% |
| 6M | -28.7% | -15.1% | -13.6% | -21.8% |
| YTD | -14.5% | -15.1% | +0.6% | -6.2% |
| 1Y | -31.9% | +2.3% | -34.2% | -33.8% |
| 3Y | -1.0% | -23.7% | +22.7% | +9.2% |
| 5Y | -18.7% | -38.9% | +20.2% | +2.8% |
| 10Y | +98.1% | +49.9% | +48.2% | +49.7% |
| All | +51.2% | +75.4% | -24.2% | -3.8% |
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 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