+159.8%
CVE vs SHAK
+84.4%
+75.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +17.5% | -5.2% | +22.7% | +18.8% |
| 3M | +16.2% | +27.3% | -11.1% | +8.7% |
| 6M | +47.8% | -27.9% | +75.6% | +53.9% |
| YTD | +98.5% | -17.0% | +115.5% | +98.5% |
| 1Y | +109.8% | -30.9% | +140.7% | +118.1% |
| 3Y | +75.5% | +3.4% | +72.1% | +53.6% |
| 5Y | +341.6% | -20.5% | +362.1% | +289.2% |
| 10Y | +159.8% | +88.3% | +71.5% | +63.4% |
| All | +159.8% | +84.4% | +75.4% | +63.4% |
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