+1,284.2%
CLS vs SHAK
-3.6%
+1,287.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +3.3% |
| 7D | +20.1% | -7.2% | +27.3% | +23.1% |
| 30D | +6.0% | -11.8% | +17.9% | +10.5% |
| 3M | -10.3% | +17.2% | -27.5% | -15.9% |
| 6M | +24.5% | -34.1% | +58.6% | +40.9% |
| YTD | +12.9% | -22.4% | +35.2% | +19.4% |
| 1Y | +36.7% | -35.9% | +72.6% | +54.2% |
| All | +1,284.2% | -3.6% | +1,287.9% | +1,216.5% |
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