+113.4%
CSCO vs SHAK
-27.4%
+140.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -1.1% | -11.0% | +9.9% | 0.0% |
| 30D | -10.8% | -14.0% | +3.2% | -9.6% |
| 3M | -9.2% | +13.3% | -22.5% | -10.6% |
| 6M | +39.5% | -35.3% | +74.9% | +44.2% |
| YTD | +41.5% | -24.0% | +65.5% | +43.6% |
| 1Y | +61.0% | -36.7% | +97.7% | +66.2% |
| 3Y | +105.2% | -5.4% | +110.6% | +97.4% |
| 5Y | +113.4% | -24.9% | +138.3% | +103.1% |
| All | +113.4% | -27.4% | +140.9% | +103.1% |
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 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