+172.4%
CEG vs AMCR
+8.5%
+163.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.4% |
| 7D | +1.3% | -6.3% | +7.6% | +2.0% |
| 30D | +8.8% | -7.1% | +16.0% | +9.7% |
| 3M | +17.0% | +12.7% | +4.3% | +15.2% |
| 6M | -8.7% | +5.2% | -13.9% | -9.9% |
| YTD | -16.4% | +8.1% | -24.5% | -17.7% |
| 1Y | -1.8% | +11.7% | -13.5% | -3.6% |
| All | +172.4% | +8.5% | +163.9% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling