-10.1%
CEG vs AMCR
+11.5%
-21.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +0.3% | -5.0% | +5.3% | +0.8% |
| 30D | +2.9% | -8.0% | +10.9% | +3.7% |
| 3M | +18.2% | +14.3% | +3.9% | +15.8% |
| 6M | -9.5% | +5.3% | -14.9% | -11.8% |
| YTD | -18.7% | +7.7% | -26.4% | -19.1% |
| 1Y | -10.1% | +10.8% | -21.0% | -8.4% |
| All | -10.1% | +11.5% | -21.7% | -8.4% |
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