+61.4%
AMAT vs CEG
-33.0%
+94.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.4% | -0.4% |
| 7D | -11.2% | -4.8% | -6.4% | -9.3% |
| 30D | -31.9% | -8.2% | -23.7% | -29.7% |
| 3M | -32.3% | -7.9% | -24.4% | -30.4% |
| 6M | -5.4% | -23.2% | +17.8% | +4.3% |
| YTD | +44.3% | -30.1% | +74.4% | +60.5% |
| 1Y | +61.4% | -31.9% | +93.3% | +81.7% |
| All | +61.4% | -33.0% | +94.4% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling