+409.0%
CSX vs SHAK
+111.2%
+297.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | +0.7% | +8.2% | -7.5% | -0.8% |
| 30D | +8.1% | +13.5% | -5.4% | +5.4% |
| 3M | +2.2% | +6.2% | -4.0% | +0.6% |
| 6M | +14.6% | +8.2% | +6.4% | +11.5% |
| YTD | +42.2% | -6.5% | +48.7% | +39.9% |
| 1Y | +47.3% | -19.2% | +66.5% | +49.0% |
| 3Y | +73.5% | +37.9% | +35.6% | +50.5% |
| 5Y | +54.1% | -9.5% | +63.6% | +39.4% |
| 10Y | +409.0% | +106.2% | +302.8% | +219.2% |
| All | +409.0% | +111.2% | +297.7% | +219.2% |
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