-4.4%
CLX vs SHAK
+87.2%
-91.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.3% |
| 7D | -5.7% | -8.3% | +2.6% | -5.4% |
| 30D | -17.0% | -12.6% | -4.4% | -16.6% |
| 3M | -9.7% | +9.1% | -18.8% | -10.0% |
| 6M | -19.8% | -31.2% | +11.4% | -19.0% |
| YTD | -9.8% | -21.6% | +11.7% | -9.4% |
| 1Y | -26.2% | -38.8% | +12.6% | -25.2% |
| 3Y | -36.2% | +0.6% | -36.8% | -37.0% |
| 5Y | -38.3% | -22.5% | -15.8% | -39.5% |
| All | -4.4% | +87.2% | -91.6% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling