+19.1%
CNI vs SHAK
-2.6%
+21.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.5% |
| 7D | -0.4% | -8.3% | +7.9% | +0.6% |
| 30D | -2.7% | -12.6% | +9.9% | -1.3% |
| 3M | +3.9% | +9.1% | -5.2% | +2.6% |
| 6M | +16.4% | -31.2% | +47.6% | +20.3% |
| YTD | +25.8% | -21.6% | +47.4% | +27.3% |
| 1Y | +32.4% | -38.8% | +71.2% | +38.2% |
| 3Y | +19.1% | +0.6% | +18.5% | +15.4% |
| All | +19.1% | -2.6% | +21.7% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling