+607.3%
CEG vs AZO
+45.4%
+561.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +2.9% | -5.3% | +8.2% | +3.5% |
| 3M | +18.2% | -7.3% | +25.6% | +19.0% |
| 6M | -9.5% | -22.7% | +13.1% | -6.2% |
| YTD | -18.7% | -15.0% | -3.7% | -17.5% |
| 1Y | -10.1% | -32.2% | +22.1% | -4.6% |
| 3Y | +168.3% | +10.0% | +158.3% | +139.6% |
| All | +607.3% | +45.4% | +561.9% | +472.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling