+604.3%
CEG vs AZO
+45.2%
+559.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -4.8% | -3.6% | -1.2% | -4.3% |
| 30D | +2.3% | -5.6% | +7.9% | +3.0% |
| 3M | +15.6% | -6.6% | +22.2% | +16.2% |
| 6M | -5.0% | -22.5% | +17.5% | -1.6% |
| YTD | -19.0% | -15.2% | -3.9% | -17.8% |
| 1Y | -10.0% | -33.9% | +24.0% | -3.8% |
| 3Y | +163.9% | +11.8% | +152.1% | +134.2% |
| All | +604.3% | +45.2% | +559.1% | +469.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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