+88.7%
AMZN vs CF
+62.9%
+25.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.6% |
| 7D | +8.0% | +4.8% | +3.3% | +8.4% |
| 30D | +3.2% | +9.7% | -6.5% | +3.7% |
| 3M | -2.6% | +1.2% | -3.8% | -2.4% |
| 6M | -0.7% | +7.4% | -8.0% | -0.4% |
| YTD | +17.4% | +60.5% | -43.2% | +11.7% |
| 1Y | +9.0% | +50.7% | -41.7% | +4.6% |
| 3Y | +88.7% | +64.8% | +23.9% | +73.6% |
| All | +88.7% | +62.9% | +25.8% | +73.6% |
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