+45.9%
CSCO vs SHAK
-21.2%
+67.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.6% |
| 7D | -6.1% | +8.3% | -14.4% | -6.1% |
| 30D | -8.2% | +16.7% | -24.9% | -8.4% |
| 3M | -14.6% | +10.0% | -24.5% | -14.8% |
| 6M | +12.7% | -23.8% | +36.5% | +15.7% |
| YTD | +37.0% | -10.3% | +47.3% | +41.7% |
| 1Y | +45.9% | -22.9% | +68.8% | +52.7% |
| All | +45.9% | -21.2% | +67.2% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling