+10.2%
CNH vs SHAK
-27.4%
+37.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | -2.5% | -11.0% | +8.5% | -0.4% |
| 30D | +27.0% | -14.0% | +41.0% | +30.5% |
| 3M | +32.6% | +13.3% | +19.4% | +28.9% |
| 6M | +23.6% | -35.3% | +58.9% | +31.6% |
| YTD | +47.8% | -24.0% | +71.8% | +51.8% |
| 1Y | +21.3% | -36.7% | +58.0% | +28.8% |
| 3Y | +7.0% | -5.4% | +12.3% | 0.0% |
| 5Y | +10.2% | -24.9% | +35.1% | +3.4% |
| All | +10.2% | -27.4% | +37.6% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling