+1,044.2%
CDNS vs SHAK
+87.2%
+957.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.9% |
| 7D | -1.1% | -8.3% | +7.1% | +0.6% |
| 30D | -10.4% | -12.6% | +2.2% | -8.0% |
| 3M | -24.6% | +9.1% | -33.7% | -26.5% |
| 6M | -1.6% | -31.2% | +29.6% | +3.9% |
| YTD | -7.4% | -21.6% | +14.2% | -5.4% |
| 1Y | -18.4% | -38.8% | +20.4% | -12.2% |
| 3Y | +19.0% | +0.6% | +18.3% | +10.0% |
| 5Y | +73.4% | -22.5% | +95.9% | +61.6% |
| All | +1,044.2% | +87.2% | +957.0% | +726.9% |
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 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