+411.7%
CME vs SHAK
+43.4%
+368.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | +5.5% | -5.2% | +10.8% | +6.0% |
| 3M | +11.0% | +27.3% | -16.3% | +8.4% |
| 6M | -9.7% | -27.9% | +18.2% | -8.1% |
| YTD | +4.9% | -17.0% | +21.8% | +5.2% |
| 1Y | +10.1% | -30.9% | +41.0% | +12.1% |
| 3Y | +53.5% | +3.4% | +50.1% | +44.9% |
| 5Y | +77.2% | -20.5% | +97.6% | +67.5% |
| 10Y | +282.1% | +88.3% | +193.9% | +210.8% |
| All | +411.7% | +43.4% | +368.3% | +331.7% |
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