+639.5%
CEG vs AMBA
-56.7%
+696.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.0% |
| 7D | +8.0% | -11.0% | +19.0% | +10.5% |
| 30D | +12.9% | -23.2% | +36.1% | +18.8% |
| 3M | +13.2% | -12.7% | +25.9% | +13.2% |
| 6M | -7.0% | +11.2% | -18.2% | -13.2% |
| YTD | -15.0% | -11.2% | -3.8% | -17.2% |
| 1Y | -2.7% | -22.5% | +19.8% | -3.4% |
| 3Y | +184.1% | -1.3% | +185.4% | +157.0% |
| All | +639.5% | -56.7% | +696.1% | +549.6% |
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