+296.5%
AMD vs CEG
+654.8%
-358.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +10.5% | +2.8% | +8.8% |
| 7D | +8.9% | +7.3% | +1.6% | +6.1% |
| 30D | -16.4% | -7.4% | -9.0% | -13.4% |
| 3M | +5.2% | +2.5% | +2.8% | +4.1% |
| 6M | +11.7% | -8.8% | +20.5% | +15.8% |
| YTD | +137.5% | -21.5% | +159.0% | +157.6% |
| 1Y | +117.8% | -22.5% | +140.3% | +137.0% |
| 3Y | +348.1% | +133.3% | +214.8% | +190.2% |
| All | +296.5% | +654.8% | -358.3% | +92.8% |
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