+64.4%
AMZN vs CEG
+717.5%
-653.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.8% | +6.7% | -5.9% | -0.6% |
| 30D | -6.4% | +11.0% | -17.4% | -8.5% |
| 3M | +4.8% | +19.5% | -14.7% | +0.7% |
| 6M | +20.5% | -5.9% | +26.4% | +20.8% |
| YTD | +11.3% | -15.0% | +26.3% | +13.5% |
| 1Y | +9.0% | +0.6% | +8.3% | +6.2% |
| 3Y | +85.9% | +180.6% | -94.7% | +28.8% |
| All | +64.4% | +717.5% | -653.1% | +8.6% |
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