-8.5%
COST vs SHAK
-33.5%
+24.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.3% |
| 7D | -1.2% | -8.3% | +7.1% | -1.4% |
| 30D | -4.7% | -12.6% | +7.9% | -5.0% |
| 3M | -7.1% | +9.1% | -16.2% | -6.8% |
| 6M | -8.5% | -31.2% | +22.7% | -9.7% |
| All | -8.5% | -33.5% | +24.9% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling