+316.0%
CRL vs SHAK
+47.7%
+268.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | +10.7% | -6.6% | +17.3% | +12.3% |
| 3M | +55.3% | +30.1% | +25.2% | +46.1% |
| 6M | +60.7% | -28.7% | +89.4% | +69.7% |
| YTD | +44.6% | -14.5% | +59.1% | +46.5% |
| 1Y | +77.7% | -31.9% | +109.6% | +88.4% |
| 3Y | +37.6% | -1.0% | +38.6% | +30.9% |
| 5Y | -35.8% | -18.7% | -17.1% | -39.4% |
| 10Y | +241.7% | +98.1% | +143.6% | +148.4% |
| All | +316.0% | +47.7% | +268.3% | +204.1% |
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