-14.5%
CEG vs AMRZ
-17.3%
+2.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.1% |
| 3M | -0.8% | -9.2% | +8.3% | +0.9% |
| 6M | -11.5% | -20.3% | +8.8% | -7.8% |
| YTD | -23.9% | -21.5% | -2.4% | -21.0% |
| 1Y | -25.4% | -12.9% | -12.5% | -23.6% |
| All | -14.5% | -17.3% | +2.8% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling