-2.7%
CEG vs AMCR
+11.5%
-14.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.0% |
| 7D | +8.0% | -3.3% | +11.3% | +8.4% |
| 30D | +12.9% | -5.4% | +18.4% | +13.5% |
| 3M | +13.2% | +20.0% | -6.8% | +10.2% |
| 6M | -7.0% | 0.0% | -7.0% | -9.8% |
| YTD | -15.0% | +11.5% | -26.5% | -15.8% |
| 1Y | -2.7% | +11.4% | -14.1% | -1.4% |
| All | -2.7% | +11.5% | -14.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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