+3.7%
CG vs SHAK
-27.4%
+31.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.6% |
| 7D | -9.8% | -11.0% | +1.2% | -6.1% |
| 30D | -10.3% | -14.0% | +3.7% | -5.6% |
| 3M | -1.7% | +13.3% | -14.9% | -6.8% |
| 6M | -9.8% | -35.3% | +25.5% | +1.3% |
| YTD | -25.6% | -24.0% | -1.6% | -21.5% |
| 1Y | -32.5% | -36.7% | +4.2% | -24.4% |
| 3Y | +45.6% | -5.4% | +51.0% | +34.2% |
| 5Y | +3.7% | -24.9% | +28.6% | -2.7% |
| All | +3.7% | -27.4% | +31.1% | -2.7% |
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