+121.4%
CNH vs SHAK
+59.5%
+61.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.1% |
| 7D | +3.0% | +4.3% | -1.3% | +2.4% |
| 30D | -0.6% | +9.0% | -9.6% | -2.1% |
| 3M | +14.6% | +1.8% | +12.8% | +14.0% |
| 6M | +11.8% | +17.3% | -5.6% | +7.6% |
| YTD | +30.4% | -7.6% | +38.0% | +29.1% |
| 1Y | +19.1% | -16.9% | +36.0% | +19.9% |
| 3Y | +30.2% | +35.1% | -4.9% | +16.1% |
| 5Y | -17.8% | -11.3% | -6.6% | -24.0% |
| 10Y | +103.9% | +98.8% | +5.1% | +59.0% |
| All | +121.4% | +59.5% | +61.9% | +70.3% |
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