+65.4%
AMZN vs CEG
+717.3%
-651.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.0% | -1.1% |
| 7D | -3.0% | +8.0% | -11.0% | -4.5% |
| 30D | -5.2% | +12.9% | -18.1% | -7.6% |
| 3M | +1.9% | +13.2% | -11.3% | -1.0% |
| 6M | +19.2% | -7.0% | +26.2% | +19.8% |
| YTD | +12.0% | -15.0% | +27.0% | +14.1% |
| 1Y | +9.7% | -2.7% | +12.4% | +7.8% |
| 3Y | +87.2% | +184.1% | -96.9% | +29.2% |
| All | +65.4% | +717.3% | -651.9% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling