+430.1%
CSX vs SHAK
+53.0%
+377.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -3.9% |
| 7D | -5.5% | +2.0% | -7.5% | -5.9% |
| 30D | +4.9% | +12.0% | -7.1% | +2.8% |
| 3M | -2.9% | +2.3% | -5.2% | -3.6% |
| 6M | +8.3% | -25.5% | +33.9% | +11.8% |
| YTD | +36.7% | -11.4% | +48.2% | +36.1% |
| 1Y | +41.5% | -21.8% | +63.3% | +43.7% |
| 3Y | +68.6% | +25.8% | +42.8% | +51.4% |
| 5Y | +48.4% | -21.0% | +69.4% | +39.2% |
| 10Y | +446.6% | +126.4% | +320.2% | +284.3% |
| All | +430.1% | +53.0% | +377.2% | +287.7% |
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