+639.7%
CEG vs AZO
+49.0%
+590.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +6.7% | -0.5% | +7.2% | +6.7% |
| 30D | +11.0% | -5.6% | +16.6% | +11.7% |
| 3M | +19.5% | -4.0% | +23.5% | +19.7% |
| 6M | -5.9% | -18.9% | +13.1% | -3.1% |
| YTD | -15.0% | -13.0% | -2.0% | -14.0% |
| 1Y | +0.6% | -30.4% | +31.1% | +6.4% |
| 3Y | +180.6% | +12.7% | +167.9% | +149.9% |
| All | +639.7% | +49.0% | +590.7% | +496.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling