+2,848.8%
CLS vs SHAK
+43.4%
+2,805.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.5% | +6.4% |
| 7D | +12.8% | -0.3% | +13.1% | +12.9% |
| 30D | +3.8% | -5.2% | +9.1% | +5.2% |
| 3M | -14.6% | +27.3% | -41.9% | -20.2% |
| 6M | +32.2% | -27.9% | +60.1% | +41.1% |
| YTD | +11.6% | -17.0% | +28.6% | +14.5% |
| 1Y | +35.1% | -30.9% | +66.0% | +44.1% |
| 3Y | +1,312.5% | +3.4% | +1,309.2% | +1,244.7% |
| 5Y | +3,542.1% | -20.5% | +3,562.5% | +3,405.7% |
| 10Y | +2,944.0% | +88.3% | +2,855.7% | +2,233.5% |
| All | +2,848.8% | +43.4% | +2,805.4% | +2,152.3% |
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