+11.7%
AMZN vs CAG
-18.8%
+30.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -0.7% | -5.7% | +5.0% | -1.2% |
| 30D | -3.9% | -2.4% | -1.5% | -4.0% |
| 3M | +6.3% | +9.8% | -3.5% | +7.0% |
| 6M | +20.8% | -10.8% | +31.6% | +18.0% |
| YTD | +11.2% | -10.8% | +22.1% | +8.9% |
| 1Y | +11.7% | -19.0% | +30.6% | +8.6% |
| All | +11.7% | -18.8% | +30.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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