+492.8%
CEG vs AMBA
-62.0%
+554.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.4% | +7.0% | -0.6% |
| 7D | -9.4% | -14.6% | +5.1% | -6.6% |
| 30D | -20.2% | -18.8% | -1.4% | -16.9% |
| 3M | -9.5% | -32.6% | +23.1% | -2.5% |
| 6M | -25.0% | -25.8% | +0.8% | -23.5% |
| YTD | -31.9% | -22.1% | -9.7% | -32.0% |
| 1Y | -33.7% | -36.2% | +2.6% | -31.3% |
| 3Y | +108.7% | +10.0% | +98.7% | +87.0% |
| All | +492.8% | -62.0% | +554.8% | +433.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling