+274.2%
CME vs SHAK
+87.2%
+187.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.2% |
| 7D | -1.6% | -8.3% | +6.7% | -0.7% |
| 30D | +5.6% | -12.6% | +18.2% | +7.0% |
| 3M | +5.6% | +9.1% | -3.5% | +4.3% |
| 6M | -8.3% | -31.2% | +23.0% | -5.8% |
| YTD | +4.3% | -21.6% | +25.9% | +5.3% |
| 1Y | +9.1% | -38.8% | +47.9% | +12.9% |
| 3Y | +52.1% | +0.6% | +51.4% | +41.1% |
| 5Y | +79.7% | -22.5% | +102.2% | +67.3% |
| All | +274.2% | +87.2% | +187.0% | +153.0% |
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