+36.7%
CRL vs SHAK
-5.6%
+42.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | -6.9% | -11.0% | +4.0% | -3.9% |
| 30D | -3.2% | -14.0% | +10.8% | +0.9% |
| 3M | +46.5% | +13.3% | +33.3% | +41.1% |
| 6M | +63.1% | -35.3% | +98.4% | +79.0% |
| YTD | +36.9% | -24.0% | +60.8% | +42.8% |
| 1Y | +78.1% | -36.7% | +114.8% | +95.2% |
| All | +36.7% | -5.6% | +42.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling