+55.6%
CSGP vs SHAK
+91.5%
-35.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.6% | +0.1% |
| 7D | -6.1% | +4.1% | -10.2% | -6.9% |
| 30D | +0.3% | +2.3% | -1.9% | -0.3% |
| 3M | -1.3% | -0.2% | -1.1% | -1.7% |
| 6M | -8.9% | +10.1% | -19.0% | -11.5% |
| YTD | -55.2% | -10.5% | -44.8% | -55.7% |
| 1Y | -56.4% | -22.4% | -34.0% | -55.7% |
| 3Y | -62.2% | +32.1% | -94.3% | -67.5% |
| 5Y | -63.7% | -14.0% | -49.7% | -67.2% |
| All | +55.6% | +91.5% | -35.9% | +8.3% |
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