+165.0%
CMI vs SHAK
-22.8%
+187.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +0.6% |
| 7D | -0.7% | -8.3% | +7.6% | +0.9% |
| 30D | -12.4% | -12.6% | +0.3% | -10.1% |
| 3M | -14.8% | +9.1% | -23.9% | -16.8% |
| 6M | +0.8% | -31.2% | +32.0% | +6.8% |
| YTD | +10.2% | -21.6% | +31.8% | +13.3% |
| 1Y | +37.4% | -38.8% | +76.2% | +48.1% |
| 3Y | +153.3% | +0.6% | +152.7% | +138.9% |
| All | +165.0% | -22.8% | +187.8% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling