+134.3%
CNI vs SHAK
+87.2%
+47.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.4% |
| 7D | -0.4% | -8.3% | +7.9% | +0.9% |
| 30D | -2.7% | -12.6% | +9.9% | -0.8% |
| 3M | +3.9% | +9.1% | -5.2% | +2.1% |
| 6M | +16.4% | -31.2% | +47.6% | +21.1% |
| YTD | +25.8% | -21.6% | +47.4% | +27.8% |
| 1Y | +32.4% | -38.8% | +71.2% | +39.4% |
| 3Y | +19.1% | +0.6% | +18.5% | +11.9% |
| 5Y | +13.6% | -22.5% | +36.1% | +6.9% |
| All | +134.3% | +87.2% | +47.1% | +63.7% |
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