-1.3%
CMS vs SHAK
-35.9%
+34.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.8% |
| 7D | +0.2% | -7.2% | +7.4% | +0.3% |
| 30D | -1.3% | -11.8% | +10.5% | -1.0% |
| 3M | -5.4% | +17.2% | -22.5% | -5.8% |
| 6M | -10.3% | -34.1% | +23.8% | -9.8% |
| YTD | -0.2% | -22.4% | +22.1% | -0.9% |
| All | -1.3% | -35.9% | +34.6% | -0.7% |
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