+320.2%
CVE vs SHAK
-18.7%
+338.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +16.7% | -6.6% | +23.4% | +17.5% |
| 3M | +9.3% | +30.1% | -20.8% | +5.3% |
| 6M | +43.6% | -28.7% | +72.3% | +47.8% |
| YTD | +93.6% | -14.5% | +108.1% | +93.3% |
| 1Y | +98.8% | -31.9% | +130.6% | +104.7% |
| 3Y | +73.6% | -1.0% | +74.6% | +64.3% |
| All | +320.2% | -18.7% | +338.8% | +291.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling