+414.9%
CSX vs SHAK
+97.6%
+317.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -1.3% |
| 7D | +6.0% | +4.3% | +1.7% | +5.1% |
| 30D | +7.8% | +9.0% | -1.2% | +5.9% |
| 3M | +4.1% | +1.8% | +2.3% | +3.3% |
| 6M | +17.9% | +17.3% | +0.6% | +13.0% |
| YTD | +44.9% | -7.6% | +52.5% | +42.9% |
| 1Y | +51.1% | -16.9% | +68.1% | +51.9% |
| 3Y | +78.3% | +35.1% | +43.2% | +55.2% |
| 5Y | +58.1% | -11.3% | +69.4% | +43.6% |
| All | +414.9% | +97.6% | +317.3% | +226.9% |
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 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