+433.2%
CSX vs SHAK
+47.7%
+385.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +7.2% | +30.1% | -22.9% | +1.9% |
| 6M | +16.2% | -28.7% | +44.9% | +20.9% |
| YTD | +37.5% | -14.5% | +52.0% | +38.2% |
| 1Y | +53.2% | -31.9% | +85.1% | +59.7% |
| 3Y | +68.2% | -1.0% | +69.2% | +57.9% |
| 5Y | +65.2% | -18.7% | +83.9% | +53.7% |
| 10Y | +504.1% | +98.1% | +406.0% | +332.9% |
| All | +433.2% | +47.7% | +385.6% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling