+24,005.8%
AMZN vs CCI
+905.5%
+23,100.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -5.2% | +2.7% | -7.9% | -5.9% |
| 3M | +1.9% | -18.2% | +20.1% | +7.3% |
| 6M | +19.2% | -14.8% | +34.0% | +23.7% |
| YTD | +12.0% | -12.6% | +24.6% | +14.9% |
| 1Y | +9.7% | -16.7% | +26.4% | +13.8% |
| 3Y | +87.2% | -10.5% | +97.7% | +84.6% |
| 5Y | +48.7% | -51.4% | +100.1% | +74.6% |
| 10Y | +569.3% | +20.0% | +549.3% | +490.7% |
| All | +24,005.8% | +905.5% | +23,100.4% | +8,968.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling