-5.0%
CI vs SHAK
-37.3%
+32.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | -1.3% | -11.0% | +9.6% | -0.8% |
| 30D | +3.1% | -14.0% | +17.2% | +3.8% |
| 3M | -4.5% | +13.3% | -17.8% | -5.3% |
| 6M | +8.3% | -35.3% | +43.6% | +9.0% |
| YTD | +3.8% | -24.0% | +27.8% | +3.9% |
| 1Y | -5.0% | -36.7% | +31.7% | -4.3% |
| All | -5.0% | -37.3% | +32.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling