+344.7%
CFG vs SHAK
+47.7%
+297.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | -3.8% | -6.6% | +2.8% | -2.4% |
| 3M | +11.5% | +30.1% | -18.6% | +3.9% |
| 6M | +19.2% | -28.7% | +47.9% | +25.9% |
| YTD | +23.7% | -14.5% | +38.2% | +24.5% |
| 1Y | +38.8% | -31.9% | +70.7% | +47.0% |
| 3Y | +178.9% | -1.0% | +179.9% | +157.4% |
| 5Y | +101.8% | -18.7% | +120.5% | +85.2% |
| 10Y | +317.3% | +98.1% | +219.2% | +198.2% |
| All | +344.7% | +47.7% | +297.0% | +225.1% |
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 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