+52.1%
CSX vs SHAK
-35.2%
+87.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.6% |
| 7D | -0.6% | -7.2% | +6.6% | +0.2% |
| 30D | -3.2% | -11.8% | +8.6% | -2.0% |
| 3M | +2.6% | +17.2% | -14.6% | +0.5% |
| 6M | +19.8% | -34.1% | +54.0% | +25.3% |
| YTD | +34.7% | -22.4% | +57.0% | +36.9% |
| 1Y | +52.1% | -35.9% | +88.1% | +63.5% |
| All | +52.1% | -35.2% | +87.4% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling