+688.5%
COST vs SHAK
+35.4%
+653.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | 0.0% |
| 7D | -1.2% | -8.3% | +7.1% | -0.5% |
| 30D | -4.7% | -12.6% | +7.9% | -3.7% |
| 3M | -7.1% | +9.1% | -16.2% | -8.1% |
| 6M | -8.5% | -31.2% | +22.7% | -6.5% |
| YTD | +5.4% | -21.6% | +27.0% | +6.2% |
| 1Y | -5.6% | -38.8% | +33.2% | -2.9% |
| 3Y | +68.5% | +0.6% | +67.9% | +61.8% |
| 5Y | +105.2% | -22.5% | +127.8% | +96.1% |
| 10Y | +610.7% | +85.3% | +525.4% | +521.3% |
| All | +688.5% | +35.4% | +653.1% | +601.1% |
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