+140.2%
CMS vs SHAK
+97.6%
+42.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.5% |
| 7D | +1.7% | +4.3% | -2.6% | +1.4% |
| 30D | +6.2% | +9.0% | -2.8% | +5.5% |
| 3M | +0.6% | +1.8% | -1.2% | +0.3% |
| 6M | -1.8% | +17.3% | -19.1% | -3.2% |
| YTD | +3.8% | -7.6% | +11.5% | +3.3% |
| 1Y | -1.8% | -16.9% | +15.1% | -1.7% |
| 3Y | +39.8% | +35.1% | +4.8% | +31.4% |
| 5Y | +37.1% | -11.3% | +48.4% | +30.7% |
| All | +140.2% | +97.6% | +42.6% | +98.2% |
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 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