+72.2%
CL vs SHAK
+47.7%
+24.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -4.8% | -6.6% | +1.8% | -4.5% |
| 3M | +4.9% | +30.1% | -25.1% | +3.4% |
| 6M | -5.7% | -28.7% | +23.0% | -4.6% |
| YTD | +14.4% | -14.5% | +28.9% | +14.6% |
| 1Y | +8.7% | -31.9% | +40.6% | +10.1% |
| 3Y | +30.0% | -1.0% | +30.9% | +27.2% |
| 5Y | +28.4% | -18.7% | +47.1% | +25.1% |
| 10Y | +50.1% | +98.1% | -48.0% | +33.0% |
| All | +72.2% | +47.7% | +24.5% | +54.3% |
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