+130.1%
CVE vs SHAK
+141.8%
-11.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.3% | -6.8% | -1.1% |
| 7D | -10.1% | +6.5% | -16.5% | -11.4% |
| 30D | -12.1% | +15.3% | -27.4% | -15.1% |
| 3M | -1.9% | +8.5% | -10.3% | -4.4% |
| 6M | -1.8% | +10.0% | -11.8% | -6.0% |
| YTD | +65.8% | -5.0% | +70.7% | +59.9% |
| 1Y | +60.8% | -15.3% | +76.2% | +59.2% |
| 3Y | +70.1% | +40.7% | +29.4% | +37.3% |
| 5Y | +134.8% | -7.9% | +142.7% | +101.2% |
| 10Y | +130.1% | +132.0% | -1.9% | +39.2% |
| All | +130.1% | +141.8% | -11.8% | +39.2% |
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