+331.1%
AMD vs CEG
+186.0%
+145.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +2.8% |
| 7D | +2.6% | +8.0% | -5.5% | -0.5% |
| 30D | -0.9% | +12.9% | -13.9% | -5.6% |
| 3M | -8.7% | +13.2% | -21.9% | -12.8% |
| 6M | +136.3% | -7.0% | +143.3% | +140.7% |
| YTD | +123.0% | -15.0% | +138.0% | +132.8% |
| 1Y | +195.2% | -2.7% | +197.9% | +195.5% |
| All | +331.1% | +186.0% | +145.1% | +206.0% |
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 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