+52.9%
CL vs SHAK
+81.5%
-28.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | 0.0% |
| 7D | -2.4% | -11.0% | +8.5% | -1.8% |
| 30D | -4.8% | -14.0% | +9.3% | -4.0% |
| 3M | -1.7% | +13.3% | -15.0% | -2.5% |
| 6M | -3.8% | -35.3% | +31.5% | -2.0% |
| YTD | +13.3% | -24.0% | +37.2% | +14.2% |
| 1Y | +8.3% | -36.7% | +45.0% | +10.2% |
| 3Y | +28.8% | -5.4% | +34.2% | +25.9% |
| 5Y | +28.5% | -24.9% | +53.4% | +25.3% |
| All | +52.9% | +81.5% | -28.5% | +35.7% |
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 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