+5.9%
AMZN vs CEG
-1.7%
+7.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -9.2% | +8.8% | -18.1% | -10.2% |
| 3M | +3.4% | +17.0% | -13.6% | +1.3% |
| 6M | +18.2% | -8.7% | +26.9% | +18.3% |
| YTD | +9.3% | -16.4% | +25.8% | +10.8% |
| 1Y | +5.9% | -1.8% | +7.7% | +7.8% |
| All | +5.9% | -1.7% | +7.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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