+72.1%
CNP vs SHAK
-25.9%
+98.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.6% |
| 7D | +0.7% | -7.2% | +7.9% | +1.0% |
| 30D | -0.1% | -11.8% | +11.8% | +0.5% |
| 3M | -5.6% | +17.2% | -22.8% | -6.6% |
| 6M | -7.5% | -34.1% | +26.7% | -6.0% |
| YTD | +5.5% | -22.4% | +27.9% | +5.9% |
| 1Y | +8.3% | -35.9% | +44.3% | +10.0% |
| 3Y | +51.8% | -3.4% | +55.1% | +45.5% |
| All | +72.1% | -25.9% | +98.0% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling