+74.7%
CSX vs SHAK
+3.6%
+71.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -3.1% | -6.6% | +3.6% | -2.3% |
| 3M | +7.2% | +30.1% | -22.9% | +3.0% |
| 6M | +16.2% | -28.7% | +44.9% | +20.4% |
| YTD | +37.5% | -14.5% | +52.0% | +38.3% |
| 1Y | +53.2% | -31.9% | +85.1% | +59.1% |
| All | +74.7% | +3.6% | +71.1% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling