+200.9%
CF vs SHAK
+47.7%
+153.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | +14.8% | -6.6% | +21.5% | +15.9% |
| 3M | +14.1% | +30.1% | -16.0% | +9.1% |
| 6M | +28.5% | -28.7% | +57.3% | +31.9% |
| YTD | +74.9% | -14.5% | +89.4% | +73.5% |
| 1Y | +61.7% | -31.9% | +93.6% | +66.1% |
| 3Y | +80.3% | -1.0% | +81.3% | +64.4% |
| 5Y | +226.0% | -18.7% | +244.7% | +193.9% |
| 10Y | +569.9% | +98.1% | +471.7% | +357.2% |
| All | +200.9% | +47.7% | +153.2% | +105.6% |
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 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