+1,482.0%
CDNS vs SHAK
+34.1%
+1,447.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +1.4% |
| 7D | -7.2% | -7.2% | 0.0% | -5.9% |
| 30D | -14.3% | -11.8% | -2.4% | -12.3% |
| 3M | -27.2% | +17.2% | -44.4% | -29.8% |
| 6M | -4.5% | -34.1% | +29.6% | +1.1% |
| YTD | -9.0% | -22.4% | +13.4% | -7.0% |
| 1Y | -21.3% | -35.9% | +14.6% | -16.8% |
| 3Y | +19.6% | -3.4% | +22.9% | +13.2% |
| 5Y | +71.5% | -25.4% | +97.0% | +63.4% |
| 10Y | +1,036.6% | +83.4% | +953.1% | +785.1% |
| All | +1,482.0% | +34.1% | +1,447.9% | +1,139.9% |
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