+3,616.8%
CLS vs SHAK
-27.4%
+3,644.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.8% |
| 7D | +5.0% | -11.0% | +15.9% | +8.8% |
| 30D | +4.8% | -14.0% | +18.8% | +9.8% |
| 3M | -10.4% | +13.3% | -23.6% | -14.7% |
| 6M | +20.8% | -35.3% | +56.1% | +35.8% |
| YTD | +10.0% | -24.0% | +34.0% | +16.7% |
| 1Y | +28.5% | -36.7% | +65.2% | +43.6% |
| 3Y | +1,292.2% | -5.4% | +1,297.6% | +1,235.2% |
| 5Y | +3,616.8% | -24.9% | +3,641.7% | +3,429.5% |
| All | +3,616.8% | -27.4% | +3,644.2% | +3,429.5% |
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 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