+593.1%
CEG vs AMCR
-9.9%
+602.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +12.1% | -2.4% | +14.5% | +12.7% |
| 30D | +0.2% | +3.6% | -3.4% | -1.0% |
| 3M | +0.7% | -4.2% | +4.9% | +1.3% |
| 6M | +2.2% | +15.5% | -13.3% | -2.2% |
| YTD | -20.3% | +9.7% | -30.1% | -23.5% |
| 1Y | -16.1% | +8.3% | -24.4% | -19.1% |
| 3Y | +134.7% | +15.4% | +119.3% | +111.2% |
| All | +593.1% | -9.9% | +602.9% | +619.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling