+41.9%
CMI vs SHAK
-34.0%
+75.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -13.4% | -6.6% | -6.8% | -12.7% |
| 3M | -17.0% | +30.1% | -47.1% | -20.2% |
| 6M | -1.6% | -28.7% | +27.1% | +4.1% |
| YTD | +11.0% | -14.5% | +25.5% | +15.9% |
| 1Y | +41.9% | -31.9% | +73.8% | +53.7% |
| All | +41.9% | -34.0% | +75.9% | +53.7% |
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 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