+272.1%
CNQ vs SHAK
-22.8%
+294.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -0.8% |
| 7D | +0.1% | -8.3% | +8.4% | +0.8% |
| 30D | +6.2% | -12.6% | +18.8% | +7.4% |
| 3M | +12.4% | +9.1% | +3.2% | +10.9% |
| 6M | +9.0% | -31.2% | +40.3% | +11.7% |
| YTD | +52.2% | -21.6% | +73.8% | +53.0% |
| 1Y | +65.0% | -38.8% | +103.8% | +70.9% |
| 3Y | +78.8% | +0.6% | +78.2% | +69.8% |
| All | +272.1% | -22.8% | +294.9% | +251.9% |
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