-62.8%
CSGP vs SHAK
+0.1%
-62.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +2.3% | -6.6% | +8.9% | +3.3% |
| 3M | -8.2% | +30.1% | -38.2% | -11.4% |
| 6M | -35.1% | -28.7% | -6.3% | -33.2% |
| YTD | -54.0% | -14.5% | -39.5% | -54.2% |
| 1Y | -65.3% | -31.9% | -33.4% | -64.2% |
| All | -62.8% | +0.1% | -62.9% | -66.7% |
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