+47.3%
AMZN vs CF
+227.0%
-179.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | 0.0% |
| 7D | -3.0% | +6.0% | -9.0% | -3.3% |
| 30D | -5.2% | +14.8% | -20.0% | -6.0% |
| 3M | +1.9% | +14.1% | -12.2% | +0.9% |
| 6M | +19.2% | +28.5% | -9.3% | +15.3% |
| YTD | +12.0% | +74.9% | -62.9% | +4.0% |
| 1Y | +9.7% | +61.7% | -52.0% | +2.8% |
| 3Y | +87.2% | +80.3% | +6.8% | +70.2% |
| All | +47.3% | +227.0% | -179.7% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling