-65.5%
CSGP vs SHAK
-32.6%
-33.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.6% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | +0.3% | -5.2% | +5.6% | +0.8% |
| 3M | -9.1% | +27.3% | -36.4% | -10.2% |
| 6M | -37.3% | -27.9% | -9.4% | -37.4% |
| YTD | -54.9% | -17.0% | -37.9% | -55.9% |
| 1Y | -65.5% | -30.9% | -34.6% | -65.0% |
| All | -65.5% | -32.6% | -33.0% | -65.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling