+309.0%
CFG vs SHAK
+87.2%
+221.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +0.4% |
| 7D | -0.4% | -8.3% | +7.9% | +1.9% |
| 30D | -4.6% | -12.6% | +8.0% | -1.2% |
| 3M | +6.7% | +9.1% | -2.5% | +3.1% |
| 6M | +22.1% | -31.2% | +53.4% | +31.1% |
| YTD | +23.2% | -21.6% | +44.8% | +26.8% |
| 1Y | +40.3% | -38.8% | +79.0% | +54.3% |
| 3Y | +187.9% | +0.6% | +187.3% | +156.9% |
| 5Y | +102.0% | -22.5% | +124.5% | +82.4% |
| All | +309.0% | +87.2% | +221.8% | +142.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling