+117.7%
CMS vs SHAK
+81.5%
+36.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -1.3% | -11.0% | +9.6% | -0.6% |
| 30D | -2.8% | -14.0% | +11.2% | -1.9% |
| 3M | -7.1% | +13.3% | -20.4% | -8.1% |
| 6M | -10.0% | -35.3% | +25.3% | -8.1% |
| YTD | -0.9% | -24.0% | +23.0% | -0.1% |
| 1Y | -2.0% | -36.7% | +34.7% | -0.1% |
| 3Y | +33.0% | -5.4% | +38.4% | +28.4% |
| 5Y | +24.3% | -24.9% | +49.2% | +19.6% |
| All | +117.7% | +81.5% | +36.3% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling