+105.6%
CLF vs SHAK
+47.7%
+58.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +7.6% | -0.7% | +8.3% | +7.8% |
| 30D | -1.2% | -6.6% | +5.4% | +0.8% |
| 3M | -13.4% | +30.1% | -43.4% | -20.7% |
| 6M | +15.4% | -28.7% | +44.2% | +24.5% |
| YTD | -5.9% | -14.5% | +8.6% | -4.1% |
| 1Y | +18.8% | -31.9% | +50.7% | +29.2% |
| 3Y | -19.4% | -1.0% | -18.5% | -26.7% |
| 5Y | -47.7% | -18.7% | -29.0% | -52.7% |
| 10Y | +130.4% | +98.1% | +32.3% | +42.1% |
| All | +105.6% | +47.7% | +58.0% | +15.8% |
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