+108.1%
CLF vs SHAK
+59.5%
+48.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -4.2% |
| 7D | +10.4% | +4.3% | +6.1% | +8.9% |
| 30D | +0.6% | +9.0% | -8.5% | -2.3% |
| 3M | +4.1% | +1.8% | +2.3% | +2.7% |
| 6M | +15.1% | +17.3% | -2.2% | +7.4% |
| YTD | -4.7% | -7.6% | +2.9% | -5.9% |
| 1Y | +20.4% | -16.9% | +37.3% | +22.4% |
| 3Y | -23.4% | +35.1% | -58.4% | -37.2% |
| 5Y | -43.3% | -11.3% | -32.0% | -49.7% |
| 10Y | +80.5% | +98.8% | -18.3% | +10.3% |
| All | +108.1% | +59.5% | +48.6% | +13.6% |
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