+85.9%
AMZN vs CCI
-10.9%
+96.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | -6.4% | +0.5% | -6.9% | -6.3% |
| 3M | +4.8% | -16.3% | +21.1% | +3.6% |
| 6M | +20.5% | -13.9% | +34.5% | +19.3% |
| YTD | +11.3% | -12.4% | +23.8% | +10.7% |
| 1Y | +9.0% | -15.2% | +24.1% | +8.0% |
| 3Y | +85.9% | -9.9% | +95.8% | +82.9% |
| All | +85.9% | -10.9% | +96.8% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling