-6.1%
CEG vs AMRZ
-19.2%
+13.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | +1.3% | -4.7% | +6.0% | +2.3% |
| 30D | +8.8% | -11.3% | +20.1% | +11.5% |
| 3M | +17.0% | -22.1% | +39.0% | +22.8% |
| 6M | -8.7% | -29.6% | +20.9% | -2.9% |
| YTD | -16.4% | -23.3% | +6.9% | -12.7% |
| 1Y | -1.8% | -23.7% | +22.0% | +0.1% |
| All | -6.1% | -19.2% | +13.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling