+22.4%
CCI vs SHAK
+87.2%
-64.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +2.1% |
| 7D | -0.3% | -8.3% | +8.0% | +0.5% |
| 30D | +2.2% | -12.6% | +14.9% | +3.5% |
| 3M | -16.9% | +9.1% | -26.0% | -17.8% |
| 6M | -11.5% | -31.2% | +19.7% | -9.4% |
| YTD | -12.8% | -21.6% | +8.7% | -12.1% |
| 1Y | -17.1% | -38.8% | +21.7% | -14.4% |
| 3Y | -9.6% | +0.6% | -10.3% | -14.7% |
| 5Y | -48.9% | -22.5% | -26.4% | -51.9% |
| All | +22.4% | +87.2% | -64.8% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling