-60.8%
CLSK vs SHAK
+68.6%
-129.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +5.6% |
| 7D | +7.7% | -8.3% | +16.0% | +11.3% |
| 30D | +12.2% | -12.6% | +24.9% | +18.1% |
| 3M | -15.5% | +9.1% | -24.6% | -19.9% |
| 6M | +39.3% | -31.2% | +70.6% | +55.0% |
| YTD | +35.1% | -21.6% | +56.7% | +41.7% |
| 1Y | +34.0% | -38.8% | +72.8% | +54.4% |
| 3Y | +226.3% | +0.6% | +225.6% | +201.4% |
| 5Y | +6.4% | -22.5% | +28.9% | +3.2% |
| All | -60.8% | +68.6% | -129.4% | -62.6% |
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