+108.4%
CSCO vs SHAK
-3.6%
+112.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.8% | +0.7% |
| 7D | 0.0% | -7.2% | +7.2% | +0.5% |
| 30D | -10.7% | -11.8% | +1.1% | -10.0% |
| 3M | -8.7% | +17.2% | -25.9% | -10.0% |
| 6M | +44.9% | -34.1% | +79.0% | +49.0% |
| YTD | +44.1% | -22.4% | +66.5% | +45.9% |
| 1Y | +65.9% | -35.9% | +101.8% | +70.7% |
| All | +108.4% | -3.6% | +112.0% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling