+604.3%
CEG vs SHAK
-5.8%
+610.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.1% |
| 7D | -4.8% | -8.3% | +3.5% | -3.0% |
| 30D | +2.3% | -12.6% | +15.0% | +5.3% |
| 3M | +15.6% | +9.1% | +6.5% | +12.5% |
| 6M | -5.0% | -31.2% | +26.2% | +1.0% |
| YTD | -19.0% | -21.6% | +2.5% | -17.0% |
| 1Y | -10.0% | -38.8% | +28.8% | -2.2% |
| 3Y | +163.9% | +0.6% | +163.3% | +151.0% |
| All | +604.3% | -5.8% | +610.1% | +573.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling