+313.2%
CFG vs SHAK
+59.5%
+253.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | -0.1% |
| 7D | +3.2% | +4.3% | -1.1% | +2.1% |
| 30D | +5.1% | +9.0% | -3.9% | +2.8% |
| 3M | -11.2% | +1.8% | -13.1% | -12.2% |
| 6M | +9.6% | +17.3% | -7.8% | +3.8% |
| YTD | +15.0% | -7.6% | +22.6% | +13.0% |
| 1Y | +29.9% | -16.9% | +46.8% | +30.7% |
| 3Y | +192.1% | +35.1% | +157.0% | +149.1% |
| 5Y | +62.3% | -11.3% | +73.5% | +46.3% |
| 10Y | +219.2% | +98.8% | +120.3% | +124.2% |
| All | +313.2% | +59.5% | +253.7% | +195.2% |
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