+73.2%
CVE vs SHAK
+36.4%
+36.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | +5.9% | +4.3% | +1.6% | +5.5% |
| 30D | -10.9% | +9.0% | -19.9% | -11.6% |
| 3M | -4.5% | +1.8% | -6.3% | -4.8% |
| 6M | -1.0% | +17.3% | -18.3% | -3.1% |
| YTD | +74.7% | -7.6% | +82.4% | +72.8% |
| 1Y | +65.8% | -16.9% | +82.7% | +66.7% |
| 3Y | +73.2% | +35.1% | +38.1% | +58.6% |
| All | +73.2% | +36.4% | +36.8% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling