+65.2%
CSGP vs SHAK
+122.6%
-57.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.6% | -5.3% |
| 7D | +1.3% | +2.0% | -0.7% | +0.9% |
| 30D | +10.7% | +12.0% | -1.3% | +8.1% |
| 3M | +3.3% | +2.3% | +0.9% | +2.4% |
| 6M | -10.3% | -25.5% | +15.2% | -7.2% |
| YTD | -54.6% | -11.4% | -43.1% | -55.0% |
| 1Y | -54.6% | -21.8% | -32.9% | -54.0% |
| 3Y | -60.3% | +25.8% | -86.2% | -65.4% |
| 5Y | -63.3% | -21.0% | -42.3% | -66.3% |
| All | +65.2% | +122.6% | -57.4% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling