-61.7%
CSGP vs SHAK
+32.2%
-93.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.6% | -0.1% |
| 7D | -6.1% | +4.1% | -10.2% | -6.6% |
| 30D | +0.3% | +2.3% | -1.9% | -0.1% |
| 3M | -1.3% | -0.2% | -1.1% | -1.5% |
| 6M | -8.9% | +10.1% | -19.0% | -10.6% |
| YTD | -55.2% | -10.5% | -44.8% | -55.8% |
| 1Y | -56.4% | -22.4% | -34.0% | -56.0% |
| All | -61.7% | +32.2% | -93.9% | -67.9% |
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