+61.5%
CF vs SHAK
+21.0%
+40.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.8% |
| 7D | -3.2% | +2.0% | -5.2% | -3.1% |
| 30D | +4.3% | +12.0% | -7.7% | +4.7% |
| 3M | +2.8% | +2.3% | +0.5% | +3.0% |
| 6M | +0.6% | -25.5% | +26.1% | +0.9% |
| YTD | +56.6% | -11.4% | +68.1% | +55.7% |
| 1Y | +49.6% | -21.8% | +71.4% | +49.6% |
| 3Y | +61.5% | +25.8% | +35.7% | +59.5% |
| All | +61.5% | +21.0% | +40.5% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling