-28.5%
CEG vs AMC
+24.6%
-53.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.3% | +4.2% |
| 7D | -4.7% | +2.6% | -7.4% | -5.0% |
| 30D | -16.6% | +9.0% | -25.6% | -17.1% |
| 3M | -4.1% | +22.2% | -26.3% | -5.6% |
| 6M | -22.3% | +91.5% | -113.8% | -27.3% |
| YTD | -28.9% | +101.3% | -130.2% | -34.8% |
| 1Y | -28.5% | +20.8% | -49.2% | -31.3% |
| All | -28.5% | +24.6% | -53.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling