+172.4%
CEG vs SHAK
-3.6%
+176.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.2% |
| 7D | +1.3% | -7.2% | +8.5% | +3.0% |
| 30D | +8.8% | -11.8% | +20.7% | +11.9% |
| 3M | +17.0% | +17.2% | -0.2% | +11.7% |
| 6M | -8.7% | -34.1% | +25.4% | -1.3% |
| YTD | -16.4% | -22.4% | +5.9% | -14.1% |
| 1Y | -1.8% | -35.9% | +34.2% | +6.0% |
| All | +172.4% | -3.6% | +176.1% | +163.4% |
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