+218.5%
CG vs SHAK
+34.1%
+184.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -2.2% |
| 7D | -6.4% | -7.2% | +0.8% | -4.5% |
| 30D | -7.1% | -11.8% | +4.8% | -3.8% |
| 3M | -1.6% | +17.2% | -18.7% | -6.6% |
| 6M | -8.3% | -34.1% | +25.8% | +0.3% |
| YTD | -23.8% | -22.4% | -1.4% | -20.6% |
| 1Y | -28.7% | -35.9% | +7.2% | -22.1% |
| 3Y | +49.2% | -3.4% | +52.5% | +41.5% |
| 5Y | +5.5% | -25.4% | +30.9% | +1.9% |
| 10Y | +331.2% | +83.4% | +247.8% | +214.9% |
| All | +218.5% | +34.1% | +184.4% | +133.8% |
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