+67.5%
CSGP vs SHAK
+47.7%
+19.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | +2.3% | -6.6% | +8.9% | +3.6% |
| 3M | -8.2% | +30.1% | -38.2% | -12.7% |
| 6M | -35.1% | -28.7% | -6.3% | -32.4% |
| YTD | -54.0% | -14.5% | -39.5% | -53.9% |
| 1Y | -65.3% | -31.9% | -33.4% | -63.8% |
| 3Y | -62.6% | -1.0% | -61.6% | -65.2% |
| 5Y | -64.8% | -18.7% | -46.1% | -67.4% |
| 10Y | +45.1% | +98.1% | -53.0% | +7.4% |
| All | +67.5% | +47.7% | +19.9% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling