+109.8%
CVE vs SHAK
-32.6%
+142.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.3% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +17.5% | -5.2% | +22.7% | +17.1% |
| 3M | +16.2% | +27.3% | -11.1% | +18.0% |
| 6M | +47.8% | -27.9% | +75.6% | +48.4% |
| YTD | +98.5% | -17.0% | +115.5% | +102.3% |
| 1Y | +109.8% | -30.9% | +140.7% | +109.6% |
| All | +109.8% | -32.6% | +142.4% | +109.6% |
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