+1,371.4%
CRS vs SHAK
+34.1%
+1,337.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +2.1% |
| 7D | -0.5% | -7.2% | +6.7% | +1.9% |
| 30D | -18.1% | -11.8% | -6.3% | -14.8% |
| 3M | -12.4% | +17.2% | -29.6% | -18.2% |
| 6M | +15.9% | -34.1% | +50.1% | +28.4% |
| YTD | +45.8% | -22.4% | +68.2% | +51.4% |
| 1Y | +87.8% | -35.9% | +123.7% | +106.4% |
| 3Y | +648.7% | -3.4% | +652.1% | +584.0% |
| 5Y | +1,416.6% | -25.4% | +1,442.1% | +1,318.0% |
| 10Y | +1,412.7% | +83.4% | +1,329.3% | +913.7% |
| All | +1,371.4% | +34.1% | +1,337.4% | +881.7% |
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