+132.5%
CNP vs SHAK
+87.2%
+45.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.4% |
| 7D | -1.4% | -8.3% | +6.9% | -0.3% |
| 30D | -2.9% | -12.6% | +9.7% | -1.3% |
| 3M | -7.5% | +9.1% | -16.7% | -9.0% |
| 6M | -7.9% | -31.2% | +23.4% | -4.8% |
| YTD | +3.7% | -21.6% | +25.3% | +4.8% |
| 1Y | +4.6% | -38.8% | +43.4% | +9.2% |
| 3Y | +49.1% | +0.6% | +48.5% | +37.1% |
| 5Y | +69.2% | -22.5% | +91.8% | +55.5% |
| All | +132.5% | +87.2% | +45.3% | +67.6% |
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