+155.0%
CMG vs SHAK
+35.4%
+119.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | -2.1% | -8.3% | +6.2% | -0.1% |
| 30D | +10.9% | -12.6% | +23.5% | +14.4% |
| 3M | +15.8% | +9.1% | +6.7% | +13.2% |
| 6M | +6.9% | -31.2% | +38.2% | +14.0% |
| YTD | -2.2% | -21.6% | +19.4% | +1.0% |
| 1Y | -7.1% | -38.8% | +31.7% | +1.2% |
| 3Y | -7.1% | +0.6% | -7.7% | -13.7% |
| 5Y | -4.8% | -22.5% | +17.7% | -10.3% |
| 10Y | +324.3% | +85.3% | +239.0% | +212.0% |
| All | +155.0% | +35.4% | +119.6% | +81.8% |
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