+64.2%
CLBK vs SHAK
+44.4%
+19.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.3% |
| 7D | -1.5% | -7.2% | +5.7% | -0.4% |
| 30D | +6.7% | -11.8% | +18.5% | +8.5% |
| 3M | +21.2% | +17.2% | +4.0% | +17.8% |
| 6M | +42.0% | -34.1% | +76.1% | +48.4% |
| YTD | +63.3% | -22.4% | +85.6% | +65.9% |
| 1Y | +65.4% | -35.9% | +101.3% | +72.7% |
| 3Y | +52.5% | -3.4% | +55.8% | +45.2% |
| 5Y | +42.0% | -25.4% | +67.4% | +36.3% |
| All | +64.2% | +44.4% | +19.8% | +31.5% |
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