+163.3%
CMS vs SHAK
+54.6%
+108.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.6% | -0.4% |
| 7D | -1.3% | +4.1% | -5.4% | -1.5% |
| 30D | +5.3% | +2.3% | +3.0% | +5.1% |
| 3M | -0.3% | -0.2% | -0.1% | -0.5% |
| 6M | -4.0% | +10.1% | -14.1% | -4.9% |
| YTD | +2.1% | -10.5% | +12.6% | +1.8% |
| 1Y | -4.7% | -22.4% | +17.7% | -4.3% |
| 3Y | +36.8% | +32.1% | +4.7% | +30.6% |
| 5Y | +34.9% | -14.0% | +48.8% | +30.1% |
| 10Y | +134.7% | +92.7% | +41.9% | +107.2% |
| All | +163.3% | +54.6% | +108.6% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling