+146.9%
CVE vs SHAK
+91.5%
+55.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.4% |
| 7D | +4.6% | +4.1% | +0.5% | +3.6% |
| 30D | -12.0% | +2.3% | -14.3% | -12.8% |
| 3M | -3.8% | -0.2% | -3.5% | -4.5% |
| 6M | -2.7% | +10.1% | -12.8% | -6.9% |
| YTD | +73.6% | -10.5% | +84.1% | +69.5% |
| 1Y | +62.0% | -22.4% | +84.4% | +63.6% |
| 3Y | +72.7% | +32.1% | +40.6% | +41.0% |
| 5Y | +153.9% | -14.0% | +167.9% | +120.6% |
| All | +146.9% | +91.5% | +55.4% | +46.7% |
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 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