+70.1%
CB vs SHAK
+1.3%
+68.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.4% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -3.9% | -5.2% | +1.3% | -3.8% |
| 3M | +4.9% | +27.3% | -22.4% | +4.3% |
| 6M | +3.3% | -27.9% | +31.1% | +3.9% |
| YTD | +8.5% | -17.0% | +25.5% | +8.6% |
| 1Y | +22.1% | -30.9% | +53.0% | +22.8% |
| 3Y | +70.1% | +3.4% | +66.7% | +68.5% |
| All | +70.1% | +1.3% | +68.9% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling