-41.5%
CLF vs SHAK
-10.3%
-31.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +2.3% | +3.0% | -0.7% | +1.6% |
| 30D | +1.9% | +8.2% | -6.3% | -0.5% |
| 3M | +5.9% | +4.6% | +1.3% | +3.8% |
| 6M | +16.9% | +16.3% | +0.6% | +9.9% |
| YTD | -1.1% | -7.6% | +6.5% | -1.8% |
| 1Y | +28.8% | -18.7% | +47.6% | +32.4% |
| 3Y | -20.6% | +36.4% | -57.0% | -34.1% |
| 5Y | -41.5% | -10.5% | -31.0% | -49.0% |
| All | -41.5% | -10.3% | -31.2% | -49.0% |
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