+32.4%
CNI vs SHAK
-34.9%
+67.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.7% |
| 7D | -0.4% | -8.3% | +7.9% | +0.3% |
| 30D | -2.7% | -12.6% | +9.9% | -1.7% |
| 3M | +3.9% | +9.1% | -5.2% | +3.1% |
| 6M | +16.4% | -31.2% | +47.6% | +19.5% |
| YTD | +25.8% | -21.6% | +47.4% | +26.3% |
| 1Y | +32.4% | -38.8% | +71.2% | +36.9% |
| All | +32.4% | -34.9% | +67.3% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling