+247.0%
CRL vs SHAK
+87.2%
+159.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.2% | +1.1% |
| 7D | -3.5% | -8.3% | +4.7% | -1.5% |
| 30D | -2.1% | -12.6% | +10.5% | +1.1% |
| 3M | +48.0% | +9.1% | +38.8% | +44.3% |
| 6M | +64.7% | -31.2% | +96.0% | +76.5% |
| YTD | +39.5% | -21.6% | +61.1% | +44.3% |
| 1Y | +74.2% | -38.8% | +113.0% | +90.6% |
| 3Y | +39.4% | +0.6% | +38.8% | +30.8% |
| 5Y | -36.9% | -22.5% | -14.4% | -40.4% |
| All | +247.0% | +87.2% | +159.8% | +135.3% |
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