+165.7%
CNP vs SHAK
+59.5%
+106.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.2% |
| 7D | +1.3% | +4.3% | -3.0% | +0.8% |
| 30D | +3.8% | +9.0% | -5.2% | +2.7% |
| 3M | +2.4% | +1.8% | +0.5% | +1.8% |
| 6M | -1.2% | +17.3% | -18.5% | -3.7% |
| YTD | +9.3% | -7.6% | +16.9% | +8.0% |
| 1Y | +6.4% | -16.9% | +23.3% | +6.5% |
| 3Y | +66.4% | +35.1% | +31.3% | +49.8% |
| 5Y | +75.7% | -11.3% | +86.9% | +62.2% |
| 10Y | +145.1% | +98.8% | +46.3% | +87.5% |
| All | +165.7% | +59.5% | +106.1% | +100.0% |
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