+28.1%
CL vs SHAK
-22.1%
+50.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.3% |
| 7D | -1.4% | -0.3% | -1.0% | -1.4% |
| 30D | -5.2% | -5.2% | 0.0% | -5.1% |
| 3M | +3.3% | +27.3% | -24.0% | +2.5% |
| 6M | -4.4% | -27.9% | +23.5% | -3.8% |
| YTD | +13.9% | -17.0% | +30.9% | +14.2% |
| 1Y | +7.6% | -30.9% | +38.6% | +8.3% |
| 3Y | +29.6% | +3.4% | +26.2% | +28.4% |
| 5Y | +28.1% | -20.5% | +48.5% | +24.4% |
| All | +28.1% | -22.1% | +50.1% | +24.4% |
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 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