+192.8%
CI vs SHAK
+47.7%
+145.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +4.4% | -6.6% | +11.1% | +5.3% |
| 3M | +0.7% | +30.1% | -29.4% | -3.0% |
| 6M | +0.3% | -28.7% | +29.1% | +3.2% |
| YTD | +3.8% | -14.5% | +18.3% | +4.0% |
| 1Y | -5.5% | -31.9% | +26.4% | -2.8% |
| 3Y | +8.1% | -1.0% | +9.1% | +1.7% |
| 5Y | +42.8% | -18.7% | +61.5% | +33.7% |
| 10Y | +143.9% | +98.1% | +45.8% | +85.0% |
| All | +192.8% | +47.7% | +145.1% | +128.7% |
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