+44.9%
AMZN vs CAG
-41.8%
+86.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -1.0% | -6.6% | +5.6% | -1.3% |
| 30D | -9.2% | +2.3% | -11.5% | -9.1% |
| 3M | +3.4% | +16.3% | -12.9% | +3.9% |
| 6M | +18.2% | -16.0% | +34.3% | +17.4% |
| YTD | +9.3% | -7.7% | +17.0% | +8.9% |
| 1Y | +5.9% | -16.0% | +22.0% | +5.4% |
| 3Y | +82.6% | -37.7% | +120.3% | +80.9% |
| 5Y | +44.9% | -41.2% | +86.1% | +47.3% |
| All | +44.9% | -41.8% | +86.7% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling