+58.1%
CVE vs SHAK
-19.6%
+77.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.6% |
| 7D | +0.1% | +3.0% | -3.0% | +0.3% |
| 30D | -10.8% | +8.2% | -19.0% | -10.2% |
| 3M | -4.3% | +4.6% | -8.9% | -3.8% |
| 6M | -1.5% | +16.3% | -17.8% | +0.4% |
| YTD | +70.7% | -7.6% | +78.3% | +76.6% |
| 1Y | +58.1% | -18.7% | +76.8% | +61.6% |
| All | +58.1% | -19.6% | +77.7% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling