+619.9%
CF vs SHAK
+77.6%
+542.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.3% | +3.8% |
| 7D | -0.8% | -7.2% | +6.4% | +0.2% |
| 30D | +14.3% | -11.8% | +26.1% | +16.3% |
| 3M | +27.9% | +17.2% | +10.7% | +23.8% |
| 6M | +25.5% | -34.1% | +59.7% | +30.6% |
| YTD | +81.2% | -22.4% | +103.6% | +82.0% |
| 1Y | +66.5% | -35.9% | +102.4% | +72.7% |
| 3Y | +76.7% | -3.4% | +80.0% | +58.2% |
| 5Y | +237.8% | -25.4% | +263.3% | +203.1% |
| 10Y | +619.9% | +83.4% | +536.4% | +297.1% |
| All | +619.9% | +77.6% | +542.2% | +297.1% |
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 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