+48.2%
CSX vs SHAK
-19.2%
+67.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -3.8% |
| 7D | -5.5% | +2.0% | -7.5% | -5.8% |
| 30D | +4.9% | +12.0% | -7.1% | +3.2% |
| 3M | -2.9% | +2.3% | -5.2% | -3.4% |
| 6M | +8.3% | -25.5% | +33.9% | +11.5% |
| YTD | +36.7% | -11.4% | +48.2% | +36.4% |
| 1Y | +41.5% | -21.8% | +63.3% | +43.7% |
| 3Y | +68.6% | +25.8% | +42.8% | +55.2% |
| All | +48.2% | -19.2% | +67.4% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling