-69.3%
CPNG vs SHAK
-47.7%
-21.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +2.0% |
| 7D | -1.1% | -8.3% | +7.2% | +1.7% |
| 30D | -7.4% | -12.6% | +5.3% | -3.2% |
| 3M | -12.3% | +9.1% | -21.5% | -16.2% |
| 6M | -19.4% | -31.2% | +11.8% | -11.9% |
| YTD | -35.9% | -21.6% | -14.3% | -33.6% |
| 1Y | -53.4% | -38.8% | -14.6% | -47.5% |
| 3Y | -20.0% | +0.6% | -20.6% | -35.5% |
| 5Y | -49.6% | -22.5% | -27.0% | -59.5% |
| All | -69.3% | -47.7% | -21.6% | -74.2% |
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