+122.5%
CRWV vs SHAK
-31.2%
+153.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.4% |
| 7D | -0.4% | -8.3% | +7.9% | +2.9% |
| 30D | -17.4% | -12.6% | -4.8% | -13.0% |
| 3M | -7.1% | +9.1% | -16.2% | -10.8% |
| 6M | +8.6% | -31.2% | +39.8% | +22.5% |
| YTD | +24.3% | -21.6% | +45.9% | +28.2% |
| 1Y | -21.0% | -38.8% | +17.7% | -3.9% |
| All | +122.5% | -31.2% | +153.7% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling