+154.0%
CNH vs SHAK
+87.2%
+66.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | 0.0% |
| 7D | -5.7% | -8.3% | +2.6% | -4.1% |
| 30D | +26.6% | -12.6% | +39.2% | +30.0% |
| 3M | +31.1% | +9.1% | +22.0% | +28.0% |
| 6M | +24.9% | -31.2% | +56.1% | +31.7% |
| YTD | +48.7% | -21.6% | +70.3% | +52.0% |
| 1Y | +22.2% | -38.8% | +61.0% | +31.2% |
| 3Y | +7.4% | +0.6% | +6.8% | -0.9% |
| 5Y | +10.8% | -22.5% | +33.4% | +2.9% |
| All | +154.0% | +87.2% | +66.8% | +79.5% |
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