+73.3%
AMZN vs CEG
+632.0%
-558.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.1% |
| 7D | +8.0% | +1.7% | +6.4% | +7.4% |
| 30D | +3.2% | -10.2% | +13.4% | +5.1% |
| 3M | -2.6% | -0.8% | -1.8% | -3.1% |
| 6M | -0.7% | -11.5% | +10.9% | +0.7% |
| YTD | +17.4% | -23.9% | +41.2% | +21.6% |
| 1Y | +9.0% | -25.4% | +34.4% | +13.2% |
| 3Y | +88.7% | +124.2% | -35.5% | +37.8% |
| All | +73.3% | +632.0% | -558.7% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling