+83.6%
CVE vs SHAK
+53.0%
+30.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.2% |
| 7D | -16.1% | +2.0% | -18.1% | -16.6% |
| 30D | -10.4% | +12.0% | -22.4% | -12.7% |
| 3M | -2.4% | +2.3% | -4.7% | -3.5% |
| 6M | -4.4% | -25.5% | +21.1% | -1.2% |
| YTD | +64.9% | -11.4% | +76.4% | +62.0% |
| 1Y | +66.0% | -21.8% | +87.8% | +67.3% |
| 3Y | +57.7% | +25.8% | +31.8% | +34.2% |
| 5Y | +144.7% | -21.0% | +165.7% | +121.3% |
| 10Y | +139.2% | +126.4% | +12.8% | +60.0% |
| All | +83.6% | +53.0% | +30.6% | +30.8% |
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