+115.4%
CVE vs SHAK
+47.7%
+67.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.2% |
| 3M | +9.3% | +30.1% | -20.8% | +2.4% |
| 6M | +43.6% | -28.7% | +72.3% | +49.7% |
| YTD | +93.6% | -14.5% | +108.1% | +92.7% |
| 1Y | +98.8% | -31.9% | +130.6% | +107.0% |
| 3Y | +73.6% | -1.0% | +74.6% | +56.8% |
| 5Y | +312.5% | -18.7% | +331.2% | +268.8% |
| 10Y | +161.0% | +98.1% | +62.9% | +79.1% |
| All | +115.4% | +47.7% | +67.8% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling