+641.7%
AMZN vs CF
+479.1%
+162.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | +4.8% | -1.9% | +2.4% |
| 30D | +5.0% | +4.7% | +0.2% | +4.3% |
| 3M | +0.6% | +7.4% | -6.8% | -0.5% |
| 6M | -1.3% | +0.6% | -1.9% | -1.9% |
| YTD | +15.5% | +64.1% | -48.6% | +5.9% |
| 1Y | +12.2% | +51.4% | -39.2% | +4.0% |
| 3Y | +87.0% | +67.8% | +19.2% | +68.4% |
| 5Y | +51.3% | +114.1% | -62.8% | +28.6% |
| All | +641.7% | +479.1% | +162.6% | +453.0% |
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