-25.4%
CEG vs AMRZ
-14.1%
-11.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.6% |
| 30D | -10.2% | +15.9% | -26.1% | -13.3% |
| 3M | -0.8% | -9.2% | +8.3% | +1.1% |
| 6M | -11.5% | -20.3% | +8.8% | -7.6% |
| YTD | -23.9% | -21.5% | -2.4% | -21.8% |
| 1Y | -25.4% | -12.9% | -12.5% | -21.4% |
| All | -25.4% | -14.1% | -11.3% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling