+62.0%
CF vs SHAK
-30.7%
+92.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.4% |
| 7D | -0.9% | -0.3% | -0.6% | -1.0% |
| 30D | +18.1% | -5.2% | +23.3% | +17.4% |
| 3M | +23.4% | +27.3% | -3.9% | +28.1% |
| 6M | +17.1% | -27.9% | +45.0% | +15.5% |
| YTD | +76.2% | -17.0% | +93.2% | +69.9% |
| All | +62.0% | -30.7% | +92.7% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling