+11.8%
CRM vs SHAK
-2.6%
+14.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.2% | +1.4% |
| 7D | -4.4% | -8.3% | +3.8% | -3.1% |
| 30D | +28.1% | -12.6% | +40.8% | +30.7% |
| 3M | +48.8% | +9.1% | +39.7% | +46.1% |
| 6M | +28.3% | -31.2% | +59.5% | +32.9% |
| YTD | -6.0% | -21.6% | +15.6% | -5.7% |
| 1Y | +1.4% | -38.8% | +40.2% | +7.1% |
| 3Y | +11.8% | +0.6% | +11.2% | +6.5% |
| All | +11.8% | -2.6% | +14.5% | +6.5% |
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 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