+227.0%
CDE vs SHAK
+35.4%
+191.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.4% |
| 7D | -3.1% | -8.3% | +5.2% | -1.0% |
| 30D | +9.5% | -12.6% | +22.1% | +13.3% |
| 3M | +25.5% | +9.1% | +16.4% | +22.5% |
| 6M | -7.9% | -31.2% | +23.4% | -0.5% |
| YTD | +15.6% | -21.6% | +37.1% | +20.6% |
| 1Y | +34.0% | -38.8% | +72.8% | +48.3% |
| 3Y | +791.9% | +0.6% | +791.3% | +732.1% |
| 5Y | +197.7% | -22.5% | +220.3% | +182.0% |
| 10Y | +55.0% | +85.3% | -30.3% | +16.7% |
| All | +227.0% | +35.4% | +191.6% | +168.3% |
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 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