+64.9%
CLBK vs SHAK
+45.9%
+19.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.5% |
| 7D | -1.5% | -8.3% | +6.8% | -0.3% |
| 30D | -1.0% | -12.6% | +11.6% | +0.8% |
| 3M | +22.9% | +9.1% | +13.8% | +20.8% |
| 6M | +44.2% | -31.2% | +75.5% | +49.8% |
| YTD | +64.0% | -21.6% | +85.6% | +66.3% |
| 1Y | +65.7% | -38.8% | +104.5% | +74.2% |
| 3Y | +54.1% | +0.6% | +53.4% | +45.8% |
| 5Y | +44.7% | -22.5% | +67.2% | +38.0% |
| All | +64.9% | +45.9% | +19.1% | +31.9% |
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