-13.7%
CLF vs SHAK
+1.3%
-15.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.9% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +0.2% | -5.2% | +5.5% | +1.6% |
| 3M | -3.1% | +27.3% | -30.3% | -9.7% |
| 6M | +25.0% | -27.9% | +52.9% | +33.6% |
| YTD | -7.5% | -17.0% | +9.5% | -4.7% |
| 1Y | +11.5% | -30.9% | +42.5% | +20.4% |
| 3Y | -13.7% | +3.4% | -17.1% | -15.7% |
| All | -13.7% | +1.3% | -15.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling