+40.4%
CCI vs SHAK
+34.1%
+6.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.5% |
| 7D | -0.3% | -7.2% | +6.9% | +0.3% |
| 30D | +2.1% | -11.8% | +13.9% | +3.2% |
| 3M | -17.8% | +17.2% | -35.0% | -19.2% |
| 6M | -14.2% | -34.1% | +20.0% | -12.0% |
| YTD | -13.3% | -22.4% | +9.0% | -12.6% |
| 1Y | -16.6% | -35.9% | +19.3% | -14.6% |
| 3Y | -10.8% | -3.4% | -7.4% | -14.5% |
| 5Y | -50.3% | -25.4% | -24.9% | -52.5% |
| 10Y | +22.5% | +83.4% | -60.9% | +4.8% |
| All | +40.4% | +34.1% | +6.3% | +17.9% |
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