+316.4%
AMD vs CEG
+666.0%
-349.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.4% |
| 7D | +18.9% | +12.1% | +6.8% | +13.7% |
| 30D | -6.4% | +0.2% | -6.7% | -6.1% |
| 3M | +10.6% | +0.7% | +9.9% | +10.2% |
| 6M | +19.9% | +2.2% | +17.6% | +19.0% |
| YTD | +149.4% | -20.3% | +169.7% | +169.0% |
| 1Y | +115.4% | -16.1% | +131.5% | +127.3% |
| 3Y | +357.3% | +134.7% | +222.6% | +195.7% |
| All | +316.4% | +666.0% | -349.6% | +101.4% |
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