-30.0%
CPB vs SHAK
+43.4%
-73.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +1.8% |
| 7D | -8.2% | -0.3% | -7.9% | -8.2% |
| 30D | -5.6% | -5.2% | -0.4% | -5.5% |
| 3M | +3.0% | +27.3% | -24.3% | +2.5% |
| 6M | -12.7% | -27.9% | +15.2% | -12.4% |
| YTD | -18.0% | -17.0% | -1.0% | -17.9% |
| 1Y | -31.7% | -30.9% | -0.8% | -31.5% |
| 3Y | -41.0% | +3.4% | -44.3% | -41.5% |
| 5Y | -38.4% | -20.5% | -17.9% | -39.0% |
| 10Y | -45.0% | +88.3% | -133.2% | -47.1% |
| All | -30.0% | +43.4% | -73.4% | -32.3% |
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