+219.2%
CB vs SHAK
+81.5%
+137.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -2.8% | -11.0% | +8.2% | -1.5% |
| 30D | -2.4% | -14.0% | +11.6% | -0.8% |
| 3M | +2.8% | +13.3% | -10.5% | +0.9% |
| 6M | +4.8% | -35.3% | +40.1% | +8.7% |
| YTD | +9.2% | -24.0% | +33.2% | +10.7% |
| 1Y | +22.8% | -36.7% | +59.5% | +27.0% |
| 3Y | +71.1% | -5.4% | +76.5% | +60.8% |
| 5Y | +101.0% | -24.9% | +125.9% | +88.6% |
| All | +219.2% | +81.5% | +137.8% | +138.6% |
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