+124.2%
CEG vs AMBA
+23.1%
+101.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | +1.7% | -2.7% | +4.3% | +2.3% |
| 30D | -10.2% | -10.5% | +0.3% | -7.8% |
| 3M | -0.8% | -26.4% | +25.6% | +6.1% |
| 6M | -11.5% | -20.9% | +9.4% | -11.0% |
| YTD | -23.9% | -14.8% | -9.1% | -26.4% |
| 1Y | -25.4% | -36.1% | +10.7% | -21.6% |
| 3Y | +124.2% | +20.2% | +103.9% | +85.1% |
| All | +124.2% | +23.1% | +101.1% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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