+9.7%
AMZN vs CF
+62.4%
-52.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | -0.7% |
| 7D | -3.0% | +6.0% | -9.0% | -1.9% |
| 30D | -5.2% | +14.8% | -20.0% | -2.7% |
| 3M | +1.9% | +14.1% | -12.2% | +4.7% |
| 6M | +19.2% | +28.5% | -9.3% | +22.5% |
| YTD | +12.0% | +74.9% | -62.9% | +14.9% |
| 1Y | +9.7% | +61.7% | -52.0% | +13.8% |
| All | +9.7% | +62.4% | -52.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling