+169.4%
CF vs SHAK
+53.0%
+116.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.3% |
| 7D | -3.2% | +2.0% | -5.2% | -3.5% |
| 30D | +4.3% | +12.0% | -7.7% | +2.4% |
| 3M | +2.8% | +2.3% | +0.5% | +2.0% |
| 6M | +0.6% | -25.5% | +26.1% | +3.1% |
| YTD | +56.6% | -11.4% | +68.1% | +53.9% |
| 1Y | +49.6% | -21.8% | +71.4% | +50.0% |
| 3Y | +61.5% | +25.8% | +35.7% | +40.4% |
| 5Y | +124.0% | -21.0% | +144.9% | +104.1% |
| 10Y | +573.2% | +126.4% | +446.7% | +350.9% |
| All | +169.4% | +53.0% | +116.4% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling