+593.1%
CEG vs AMC
-98.2%
+691.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | +12.1% | +3.5% | +8.6% | +11.8% |
| 30D | +0.2% | +12.5% | -12.2% | -0.7% |
| 3M | +0.7% | +23.6% | -22.9% | -1.0% |
| 6M | +2.2% | +144.4% | -142.1% | -5.8% |
| YTD | -20.3% | +108.3% | -128.7% | -26.1% |
| 1Y | -16.1% | +38.9% | -55.0% | -19.9% |
| 3Y | +134.7% | -58.9% | +193.5% | +135.2% |
| All | +593.1% | -98.2% | +691.3% | +695.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling