+142.0%
AMAT vs CEG
+583.3%
-441.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +2.8% |
| 7D | -14.7% | -4.7% | -10.0% | -13.2% |
| 30D | -36.1% | -16.6% | -19.5% | -32.1% |
| 3M | -36.9% | -4.1% | -32.7% | -36.2% |
| 6M | -22.2% | -22.3% | +0.1% | -16.0% |
| YTD | +29.9% | -28.9% | +58.9% | +42.7% |
| 1Y | +43.3% | -28.5% | +71.7% | +56.8% |
| 3Y | +142.7% | +104.3% | +38.4% | +78.9% |
| All | +142.0% | +583.3% | -441.3% | +43.8% |
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