+165.4%
CMS vs SHAK
+61.5%
+103.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | +0.5% | +8.2% | -7.7% | 0.0% |
| 30D | +7.4% | +13.5% | -6.0% | +6.6% |
| 3M | +1.9% | +6.2% | -4.4% | +1.4% |
| 6M | -2.3% | +8.2% | -10.5% | -3.1% |
| YTD | +3.0% | -6.5% | +9.5% | +2.4% |
| 1Y | -2.8% | -19.2% | +16.4% | -2.5% |
| 3Y | +37.9% | +37.9% | 0.0% | +31.3% |
| 5Y | +34.0% | -9.5% | +43.4% | +28.8% |
| 10Y | +138.1% | +106.2% | +31.9% | +109.7% |
| All | +165.4% | +61.5% | +103.9% | +128.1% |
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