+115.6%
CRBG vs SHAK
+29.0%
+86.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.7% |
| 7D | +0.6% | -8.3% | +8.9% | +2.5% |
| 30D | +2.6% | -12.6% | +15.3% | +5.7% |
| 3M | +24.0% | +9.1% | +14.9% | +20.8% |
| 6M | +50.5% | -31.2% | +81.8% | +60.4% |
| YTD | +17.1% | -21.6% | +38.7% | +20.6% |
| 1Y | +5.9% | -38.8% | +44.7% | +15.5% |
| 3Y | +122.7% | +0.6% | +122.1% | +111.7% |
| All | +115.6% | +29.0% | +86.6% | +88.5% |
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