-26.2%
CLX vs SHAK
-34.9%
+8.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.4% |
| 7D | -5.7% | -8.3% | +2.6% | -4.9% |
| 30D | -17.0% | -12.6% | -4.4% | -16.0% |
| 3M | -9.7% | +9.1% | -18.8% | -10.3% |
| 6M | -19.8% | -31.2% | +11.4% | -18.4% |
| YTD | -9.8% | -21.6% | +11.7% | -8.9% |
| 1Y | -26.2% | -38.8% | +12.6% | -27.6% |
| All | -26.2% | -34.9% | +8.7% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling