+89.6%
CL vs SHAK
+97.6%
-8.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.6% |
| 7D | +3.2% | +4.3% | -1.1% | +3.0% |
| 30D | +8.0% | +9.0% | -1.0% | +7.5% |
| 3M | +7.9% | +1.8% | +6.0% | +7.6% |
| 6M | +14.7% | +17.3% | -2.6% | +13.3% |
| YTD | +29.2% | -7.6% | +36.8% | +28.7% |
| 1Y | +29.5% | -16.9% | +46.4% | +29.8% |
| 3Y | +40.7% | +35.1% | +5.6% | +34.3% |
| 5Y | +43.9% | -11.3% | +55.1% | +39.1% |
| All | +89.6% | +97.6% | -8.0% | +58.6% |
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