+247.9%
CB vs SHAK
+91.5%
+156.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.7% |
| 7D | 0.0% | +4.1% | -4.1% | -0.5% |
| 30D | +7.4% | +2.3% | +5.1% | +7.0% |
| 3M | +8.6% | -0.2% | +8.9% | +8.3% |
| 6M | +16.1% | +10.1% | +6.1% | +14.0% |
| YTD | +20.2% | -10.5% | +30.7% | +19.3% |
| 1Y | +27.2% | -22.4% | +49.6% | +28.4% |
| 3Y | +72.7% | +32.1% | +40.6% | +54.9% |
| 5Y | +105.9% | -14.0% | +119.9% | +91.1% |
| All | +247.9% | +91.5% | +156.4% | +152.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling