+177.1%
AMAT vs CEG
+672.0%
-495.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.5% |
| 7D | +19.3% | +17.8% | +1.5% | +12.9% |
| 30D | -17.9% | -4.5% | -13.4% | -16.6% |
| 3M | -30.4% | +1.5% | -31.9% | -31.1% |
| 6M | -11.4% | -3.5% | -7.9% | -11.0% |
| YTD | +48.8% | -19.7% | +68.5% | +56.8% |
| 1Y | +66.0% | -19.8% | +85.8% | +74.8% |
| 3Y | +158.8% | +136.4% | +22.4% | +81.7% |
| All | +177.1% | +672.0% | -495.0% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling