+43.3%
AMAT vs CEG
-30.4%
+73.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +2.3% |
| 7D | -14.7% | -4.7% | -10.0% | -12.8% |
| 30D | -36.1% | -16.6% | -19.5% | -31.0% |
| 3M | -36.9% | -4.1% | -32.7% | -36.1% |
| 6M | -22.2% | -22.3% | +0.1% | -14.6% |
| YTD | +29.9% | -28.9% | +58.9% | +43.1% |
| 1Y | +43.3% | -28.5% | +71.7% | +56.2% |
| All | +43.3% | -30.4% | +73.6% | +56.2% |
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