+152.8%
CNH vs SHAK
+43.4%
+109.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -5.1% |
| 7D | +8.8% | -0.3% | +9.1% | +8.9% |
| 30D | +24.7% | -5.2% | +29.9% | +25.9% |
| 3M | +27.3% | +27.3% | +0.1% | +21.5% |
| 6M | +23.2% | -27.9% | +51.0% | +28.0% |
| YTD | +48.9% | -17.0% | +65.9% | +50.5% |
| 1Y | +19.4% | -30.9% | +50.3% | +24.3% |
| 3Y | +7.8% | +3.4% | +4.4% | +0.9% |
| 5Y | +8.7% | -20.5% | +29.2% | +2.2% |
| 10Y | +149.5% | +88.3% | +61.3% | +97.9% |
| All | +152.8% | +43.4% | +109.4% | +98.6% |
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