+305.2%
CG vs SHAK
+87.2%
+218.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.7% |
| 7D | -9.9% | -8.3% | -1.6% | -7.4% |
| 30D | -11.7% | -12.6% | +1.0% | -8.0% |
| 3M | -4.3% | +9.1% | -13.4% | -7.6% |
| 6M | -8.8% | -31.2% | +22.5% | -0.7% |
| YTD | -26.9% | -21.6% | -5.3% | -23.8% |
| 1Y | -35.4% | -38.8% | +3.4% | -27.7% |
| 3Y | +43.0% | +0.6% | +42.4% | +32.2% |
| 5Y | +1.9% | -22.5% | +24.4% | -3.8% |
| All | +305.2% | +87.2% | +218.0% | +178.4% |
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