+132.8%
AMAT vs CEG
+105.3%
+27.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.5% | -11.1% | -12.7% |
| 7D | -24.3% | -9.4% | -14.9% | -21.6% |
| 30D | -39.8% | -20.2% | -19.6% | -35.0% |
| 3M | -40.2% | -9.5% | -30.7% | -38.4% |
| 6M | -22.1% | -25.0% | +2.9% | -15.0% |
| YTD | +24.7% | -31.9% | +56.5% | +38.7% |
| 1Y | +33.3% | -33.7% | +66.9% | +49.3% |
| All | +132.8% | +105.3% | +27.5% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling