+554.3%
AMZN vs CCI
+22.9%
+531.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.5% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -9.2% | +2.1% | -11.4% | -9.7% |
| 3M | +3.4% | -17.8% | +21.2% | +8.4% |
| 6M | +18.2% | -14.2% | +32.4% | +22.2% |
| YTD | +9.3% | -13.3% | +22.7% | +12.3% |
| 1Y | +5.9% | -16.6% | +22.6% | +9.8% |
| 3Y | +82.6% | -10.8% | +93.4% | +76.7% |
| 5Y | +44.9% | -50.3% | +95.2% | +75.3% |
| All | +554.3% | +22.9% | +531.4% | +508.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling