+87.6%
AMZN vs CAG
-37.1%
+124.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.2% |
| 7D | +2.8% | -6.2% | +9.0% | +2.0% |
| 30D | +3.4% | +7.4% | -4.0% | +4.6% |
| 3M | +0.1% | -1.6% | +1.7% | +0.2% |
| 6M | +0.6% | +6.3% | -5.7% | +1.6% |
| YTD | +15.9% | -10.1% | +26.0% | +14.6% |
| 1Y | +9.5% | -10.2% | +19.8% | +8.4% |
| All | +87.6% | -37.1% | +124.7% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling