+562.3%
CEG vs AMC
-98.1%
+660.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.1% |
| 7D | +1.7% | +5.5% | -3.8% | +1.2% |
| 30D | -10.2% | +16.1% | -26.3% | -11.2% |
| 3M | -0.8% | +43.0% | -43.8% | -3.6% |
| 6M | -11.5% | +130.7% | -142.2% | -18.1% |
| YTD | -23.9% | +121.8% | -145.7% | -29.7% |
| 1Y | -25.4% | +40.7% | -66.0% | -28.9% |
| 3Y | +124.2% | -56.8% | +181.0% | +123.9% |
| All | +562.3% | -98.1% | +660.4% | +657.2% |
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