+626.9%
CEG vs AMCR
-11.3%
+638.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.1% |
| 7D | +1.3% | -6.3% | +7.6% | +2.9% |
| 30D | +8.8% | -7.1% | +16.0% | +10.7% |
| 3M | +17.0% | +12.7% | +4.3% | +13.0% |
| 6M | -8.7% | +5.2% | -13.9% | -10.6% |
| YTD | -16.4% | +8.1% | -24.5% | -19.1% |
| 1Y | -1.8% | +11.7% | -13.5% | -6.1% |
| 3Y | +175.8% | +9.9% | +165.9% | +153.8% |
| All | +626.9% | -11.3% | +638.2% | +660.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling