+65.6%
CSGP vs SHAK
+53.0%
+12.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.6% | -5.2% |
| 7D | +1.3% | +2.0% | -0.7% | +0.9% |
| 30D | +10.7% | +12.0% | -1.3% | +8.3% |
| 3M | +3.3% | +2.3% | +0.9% | +2.5% |
| 6M | -10.3% | -25.5% | +15.2% | -7.4% |
| YTD | -54.6% | -11.4% | -43.1% | -54.9% |
| 1Y | -54.6% | -21.8% | -32.9% | -54.0% |
| 3Y | -60.3% | +25.8% | -86.2% | -64.9% |
| 5Y | -63.3% | -21.0% | -42.3% | -65.9% |
| 10Y | +66.5% | +126.4% | -59.9% | +20.6% |
| All | +65.6% | +53.0% | +12.6% | +22.0% |
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