+394.2%
CRH vs SHAK
+35.4%
+358.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | +0.4% |
| 7D | -6.1% | -8.3% | +2.2% | -4.4% |
| 30D | -9.3% | -12.6% | +3.4% | -6.7% |
| 3M | -15.2% | +9.1% | -24.3% | -17.0% |
| 6M | -14.2% | -31.2% | +17.0% | -9.0% |
| YTD | -28.3% | -21.6% | -6.7% | -26.2% |
| 1Y | -21.8% | -38.8% | +17.0% | -15.6% |
| 3Y | +71.6% | +0.6% | +71.0% | +61.8% |
| 5Y | +96.6% | -22.5% | +119.1% | +86.9% |
| 10Y | +253.8% | +85.3% | +168.6% | +162.2% |
| All | +394.2% | +35.4% | +358.8% | +274.5% |
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