+107.7%
COST vs SHAK
-22.8%
+130.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.1% |
| 7D | -1.2% | -8.3% | +7.1% | -0.3% |
| 30D | -4.7% | -12.6% | +7.9% | -3.3% |
| 3M | -7.1% | +9.1% | -16.2% | -8.4% |
| 6M | -8.5% | -31.2% | +22.7% | -5.8% |
| YTD | +5.4% | -21.6% | +27.0% | +6.2% |
| 1Y | -5.6% | -38.8% | +33.2% | -1.8% |
| 3Y | +68.5% | +0.6% | +67.9% | +54.1% |
| All | +107.7% | -22.8% | +130.5% | +89.6% |
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 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