+17.1%
CDNS vs SHAK
-5.6%
+22.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -6.5% | -11.0% | +4.4% | -4.6% |
| 30D | -13.0% | -14.0% | +1.0% | -10.7% |
| 3M | -26.0% | +13.3% | -39.3% | -28.3% |
| 6M | -2.8% | -35.3% | +32.5% | +3.5% |
| YTD | -8.8% | -24.0% | +15.1% | -6.8% |
| 1Y | -15.8% | -36.7% | +20.9% | -10.4% |
| All | +17.1% | -5.6% | +22.8% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling