+209.5%
CI vs SHAK
+59.5%
+150.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.1% |
| 7D | +1.2% | +4.3% | -3.1% | +0.6% |
| 30D | +2.6% | +9.0% | -6.5% | +1.3% |
| 3M | +7.4% | +1.8% | +5.6% | +6.8% |
| 6M | -0.1% | +17.3% | -17.4% | -2.9% |
| YTD | +9.7% | -7.6% | +17.4% | +8.6% |
| 1Y | +12.1% | -16.9% | +29.0% | +12.4% |
| 3Y | +7.0% | +35.1% | -28.0% | -3.7% |
| 5Y | +49.7% | -11.3% | +61.0% | +38.9% |
| 10Y | +147.2% | +98.8% | +48.4% | +86.5% |
| All | +209.5% | +59.5% | +150.0% | +138.7% |
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