+12.2%
AMZN vs CF
+50.1%
-37.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | +4.8% | -1.9% | +4.0% |
| 30D | +5.0% | +4.7% | +0.2% | +6.4% |
| 3M | +0.6% | +7.4% | -6.8% | +2.8% |
| 6M | -1.3% | +0.6% | -1.9% | +0.2% |
| YTD | +15.5% | +64.1% | -48.6% | +23.1% |
| 1Y | +12.2% | +51.4% | -39.2% | +18.7% |
| All | +12.2% | +50.1% | -37.8% | +18.7% |
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