+481.0%
CF vs SHAK
+111.2%
+369.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.8% |
| 7D | +4.8% | +8.2% | -3.5% | +3.4% |
| 30D | +9.7% | +13.5% | -3.8% | +7.4% |
| 3M | +1.2% | +6.2% | -5.0% | -0.2% |
| 6M | +7.4% | +8.2% | -0.8% | +4.7% |
| YTD | +60.5% | -6.5% | +67.0% | +56.1% |
| 1Y | +50.7% | -19.2% | +69.9% | +50.5% |
| 3Y | +64.8% | +37.9% | +26.9% | +38.1% |
| 5Y | +115.8% | -9.5% | +125.3% | +89.2% |
| 10Y | +481.0% | +106.2% | +374.8% | +225.6% |
| All | +481.0% | +111.2% | +369.8% | +225.6% |
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