+591.6%
AMZN vs CF
+546.3%
+45.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +8.7% | -0.9% | +9.5% | +8.7% |
| 30D | +1.7% | +6.9% | -5.2% | +0.9% |
| 3M | -2.8% | +4.8% | -7.6% | -3.6% |
| 6M | -2.1% | +4.7% | -6.8% | -3.3% |
| YTD | +15.6% | +56.5% | -40.8% | +6.6% |
| 1Y | +9.2% | +48.4% | -39.2% | +1.4% |
| 3Y | +89.9% | +59.1% | +30.7% | +72.1% |
| 5Y | +49.3% | +109.5% | -60.2% | +27.3% |
| 10Y | +591.6% | +487.0% | +104.7% | +434.9% |
| All | +591.6% | +546.3% | +45.4% | +434.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling