+232.1%
CF vs SHAK
-19.8%
+251.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.2% |
| 7D | +6.0% | -0.7% | +6.7% | +6.0% |
| 30D | +14.8% | -6.6% | +21.5% | +15.0% |
| 3M | +14.1% | +30.1% | -16.0% | +13.2% |
| 6M | +28.5% | -28.7% | +57.3% | +29.6% |
| YTD | +74.9% | -14.5% | +89.4% | +74.1% |
| 1Y | +61.7% | -31.9% | +93.6% | +63.1% |
| 3Y | +80.3% | -1.0% | +81.3% | +73.8% |
| All | +232.1% | -19.8% | +251.9% | +235.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling