+492.8%
CEG vs AMC
-98.3%
+591.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.5% | +10.0% | -1.6% |
| 7D | -9.4% | 0.0% | -9.4% | -9.5% |
| 30D | -20.2% | +4.4% | -24.6% | -20.6% |
| 3M | -9.5% | +15.4% | -24.8% | -10.7% |
| 6M | -25.0% | +93.7% | -118.7% | -29.7% |
| YTD | -31.9% | +97.4% | -129.3% | -36.6% |
| 1Y | -33.7% | +23.2% | -56.9% | -36.2% |
| 3Y | +108.7% | -71.3% | +180.0% | +114.0% |
| All | +492.8% | -98.3% | +591.1% | +583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling