+128.0%
CNI vs SHAK
+31.3%
+96.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -1.1% | -11.0% | +9.9% | +0.4% |
| 30D | -3.5% | -14.0% | +10.5% | -1.6% |
| 3M | +2.2% | +13.3% | -11.0% | +0.1% |
| 6M | +15.1% | -35.3% | +50.4% | +20.3% |
| YTD | +24.7% | -24.0% | +48.7% | +27.0% |
| 1Y | +33.4% | -36.7% | +70.1% | +39.0% |
| 3Y | +19.5% | -5.4% | +24.9% | +14.4% |
| 5Y | +12.6% | -24.9% | +37.5% | +7.4% |
| 10Y | +134.7% | +79.6% | +55.1% | +85.0% |
| All | +128.0% | +31.3% | +96.7% | +81.1% |
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