+35.2%
CMS vs SHAK
+1.3%
+33.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -3.2% | -5.2% | +2.1% | -3.0% |
| 3M | -2.2% | +27.3% | -29.5% | -2.9% |
| 6M | -9.4% | -27.9% | +18.4% | -8.9% |
| YTD | +0.7% | -17.0% | +17.6% | +0.7% |
| 1Y | +0.4% | -30.9% | +31.3% | +0.9% |
| 3Y | +35.2% | +3.4% | +31.8% | +22.4% |
| All | +35.2% | +1.3% | +33.9% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling