+63.4%
CFG vs SHAK
-10.3%
+73.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -0.8% | +3.0% | -3.8% | -1.5% |
| 30D | +3.1% | +8.2% | -5.1% | +1.2% |
| 3M | -9.7% | +4.6% | -14.3% | -11.0% |
| 6M | +6.7% | +16.3% | -9.6% | +1.8% |
| YTD | +15.2% | -7.6% | +22.7% | +13.5% |
| 1Y | +28.8% | -18.7% | +47.5% | +30.6% |
| 3Y | +190.1% | +36.4% | +153.7% | +147.5% |
| 5Y | +63.4% | -10.5% | +73.9% | +49.5% |
| All | +63.4% | -10.3% | +73.7% | +49.5% |
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