+104.2%
CB vs SHAK
-8.2%
+112.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | +0.7% | +8.2% | -7.5% | +0.3% |
| 30D | +8.2% | +13.5% | -5.3% | +7.4% |
| 3M | +6.3% | +6.2% | +0.1% | +5.8% |
| 6M | +16.2% | +8.2% | +8.0% | +15.4% |
| YTD | +19.3% | -6.5% | +25.8% | +18.7% |
| 1Y | +29.2% | -19.2% | +48.4% | +29.6% |
| 3Y | +71.4% | +37.9% | +33.5% | +61.4% |
| 5Y | +104.2% | -9.5% | +113.7% | +102.1% |
| All | +104.2% | -8.2% | +112.5% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling