-48.2%
CLF vs SHAK
-25.9%
-22.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | +0.2% |
| 7D | -2.7% | -7.2% | +4.5% | -0.7% |
| 30D | -3.2% | -11.8% | +8.6% | 0.0% |
| 3M | -5.0% | +17.2% | -22.1% | -9.5% |
| 6M | +26.6% | -34.1% | +60.7% | +38.4% |
| YTD | -9.0% | -22.4% | +13.4% | -4.7% |
| 1Y | +11.8% | -35.9% | +47.8% | +22.7% |
| 3Y | -15.1% | -3.4% | -11.7% | -20.2% |
| 5Y | -48.2% | -25.4% | -22.8% | -52.9% |
| All | -48.2% | -25.9% | -22.3% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling