+290.5%
CB vs SHAK
+47.7%
+242.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -1.9% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -3.1% | -6.6% | +3.5% | -2.5% |
| 3M | +9.0% | +30.1% | -21.1% | +5.7% |
| 6M | +2.9% | -28.7% | +31.6% | +5.2% |
| YTD | +10.1% | -14.5% | +24.6% | +10.2% |
| 1Y | +22.8% | -31.9% | +54.7% | +25.7% |
| 3Y | +73.8% | -1.0% | +74.8% | +64.9% |
| 5Y | +99.2% | -18.7% | +117.9% | +87.8% |
| 10Y | +218.2% | +98.1% | +120.1% | +155.7% |
| All | +290.5% | +47.7% | +242.8% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling