+120.3%
CLF vs SHAK
+81.5%
+38.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | -3.7% | -11.0% | +7.3% | 0.0% |
| 30D | -4.7% | -14.0% | +9.4% | -0.1% |
| 3M | -4.7% | +13.3% | -17.9% | -9.0% |
| 6M | +24.0% | -35.3% | +59.3% | +38.2% |
| YTD | -10.9% | -24.0% | +13.1% | -5.7% |
| 1Y | +4.0% | -36.7% | +40.8% | +16.1% |
| 3Y | -16.9% | -5.4% | -11.6% | -24.0% |
| 5Y | -49.3% | -24.9% | -24.4% | -53.5% |
| All | +120.3% | +81.5% | +38.9% | +41.5% |
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 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