+85.6%
AMZN vs CF
+57.7%
+27.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +7.9% | -3.2% | +11.1% | +7.8% |
| 30D | -0.2% | +4.3% | -4.6% | 0.0% |
| 3M | -4.8% | +2.8% | -7.6% | -4.6% |
| 6M | -5.7% | +0.6% | -6.3% | -5.5% |
| YTD | +12.3% | +56.6% | -44.3% | +7.0% |
| 1Y | +6.7% | +49.6% | -42.9% | +2.1% |
| 3Y | +85.6% | +61.5% | +24.1% | +70.6% |
| All | +85.6% | +57.7% | +27.8% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling