+4,437.1%
SNDK vs CEG
-9.1%
+4,446.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | -6.1% | -4.8% | -1.4% | -2.9% |
| 30D | +21.5% | +2.3% | +19.2% | +19.6% |
| 3M | -13.2% | +15.6% | -28.8% | -20.4% |
| 6M | +149.2% | -5.0% | +154.2% | +155.1% |
| YTD | +588.1% | -19.0% | +607.1% | +680.2% |
| 1Y | +1,837.5% | -10.0% | +1,847.5% | +2,026.6% |
| All | +4,437.1% | -9.1% | +4,446.2% | +4,267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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