-70.2%
CPNG vs SHAK
-49.3%
-20.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -5.4% | -11.0% | +5.6% | -1.7% |
| 30D | -11.1% | -14.0% | +2.9% | -6.6% |
| 3M | -3.0% | +13.3% | -16.2% | -8.3% |
| 6M | -23.5% | -35.3% | +11.8% | -14.5% |
| YTD | -37.8% | -24.0% | -13.8% | -34.9% |
| 1Y | -54.3% | -36.7% | -17.6% | -49.3% |
| 3Y | -20.8% | -5.4% | -15.4% | -34.5% |
| 5Y | -51.1% | -24.9% | -26.2% | -60.3% |
| All | -70.2% | -49.3% | -20.9% | -74.7% |
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