+51.7%
AMZN vs CCI
-36.6%
+88.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.8% | -1.4% | +4.2% | +3.0% |
| 30D | +3.4% | +12.7% | -9.3% | +1.0% |
| 3M | +0.1% | +23.0% | -23.0% | -4.2% |
| 6M | +0.6% | +0.6% | 0.0% | -0.1% |
| YTD | +15.9% | +4.9% | +11.0% | +13.7% |
| 1Y | +9.5% | +0.7% | +8.8% | +8.4% |
| 3Y | +86.3% | +10.2% | +76.1% | +67.4% |
| 5Y | +51.7% | -36.4% | +88.2% | +83.4% |
| All | +51.7% | -36.6% | +88.3% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling