+95.2%
CNC vs SHAK
+87.2%
+8.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.2% |
| 7D | -0.9% | -8.3% | +7.4% | +0.1% |
| 30D | -1.0% | -12.6% | +11.7% | +0.7% |
| 3M | +4.5% | +9.1% | -4.6% | +3.2% |
| 6M | +85.2% | -31.2% | +116.5% | +91.4% |
| YTD | +61.4% | -21.6% | +83.0% | +63.7% |
| 1Y | +94.9% | -38.8% | +133.7% | +103.5% |
| 3Y | 0.0% | +0.6% | -0.6% | -6.5% |
| 5Y | +11.2% | -22.5% | +33.7% | +4.4% |
| All | +95.2% | +87.2% | +8.0% | +35.2% |
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