+20.5%
CLX vs SHAK
+43.4%
-22.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.5% |
| 7D | -3.5% | -0.3% | -3.2% | -3.5% |
| 30D | -11.9% | -5.2% | -6.6% | -11.7% |
| 3M | -2.6% | +27.3% | -29.9% | -3.4% |
| 6M | -18.2% | -27.9% | +9.7% | -17.6% |
| YTD | -5.9% | -17.0% | +11.1% | -5.7% |
| 1Y | -23.8% | -30.9% | +7.1% | -23.3% |
| 3Y | -33.6% | +3.4% | -37.0% | -34.3% |
| 5Y | -35.7% | -20.5% | -15.2% | -36.6% |
| 10Y | -2.5% | +88.3% | -90.8% | -7.6% |
| All | +20.5% | +43.4% | -22.9% | +15.6% |
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