+97.0%
CFG vs SHAK
-25.9%
+122.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +0.5% |
| 7D | -0.6% | -7.2% | +6.6% | +1.0% |
| 30D | -4.5% | -11.8% | +7.3% | -2.1% |
| 3M | +6.3% | +17.2% | -10.8% | +1.9% |
| 6M | +20.6% | -34.1% | +54.7% | +29.1% |
| YTD | +21.2% | -22.4% | +43.6% | +24.5% |
| 1Y | +38.2% | -35.9% | +74.1% | +47.7% |
| 3Y | +185.9% | -3.4% | +189.3% | +166.5% |
| 5Y | +97.0% | -25.4% | +122.4% | +85.1% |
| All | +97.0% | -25.9% | +122.9% | +85.1% |
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