+604.8%
CRS vs SHAK
-2.6%
+607.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -2.0% |
| 7D | -6.8% | -8.3% | +1.5% | -4.5% |
| 30D | -16.1% | -12.6% | -3.5% | -13.0% |
| 3M | -21.2% | +9.1% | -30.3% | -24.2% |
| 6M | +8.7% | -31.2% | +39.9% | +18.5% |
| YTD | +41.0% | -21.6% | +62.6% | +45.4% |
| 1Y | +82.7% | -38.8% | +121.4% | +104.8% |
| 3Y | +604.8% | +0.6% | +604.2% | +574.3% |
| All | +604.8% | -2.6% | +607.4% | +574.3% |
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 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