+48.5%
AMZN vs CDE
+196.4%
-147.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.8% |
| 7D | -0.7% | -3.1% | +2.4% | -0.3% |
| 30D | -3.9% | +9.5% | -13.4% | -5.2% |
| 3M | +6.3% | +25.5% | -19.2% | +2.6% |
| 6M | +20.8% | -7.9% | +28.7% | +20.3% |
| YTD | +11.2% | +15.6% | -4.3% | +6.6% |
| 1Y | +11.7% | +34.0% | -22.4% | +3.5% |
| 3Y | +79.4% | +791.9% | -712.5% | +18.4% |
| All | +48.5% | +196.4% | -147.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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