+11,411.2%
AMZN vs CF
+5,277.9%
+6,133.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -3.4% |
| 7D | +6.7% | +0.4% | +6.3% | +6.4% |
| 30D | +1.5% | +2.2% | -0.7% | +0.8% |
| 3M | -4.6% | +2.1% | -6.7% | -5.6% |
| 6M | -4.9% | -6.5% | +1.7% | -5.0% |
| YTD | +12.7% | +55.6% | -42.8% | -0.8% |
| 1Y | +4.0% | +42.3% | -38.3% | -6.8% |
| 3Y | +87.7% | +55.7% | +32.0% | +61.6% |
| 5Y | +47.9% | +122.4% | -74.5% | +13.0% |
| 10Y | +589.3% | +568.5% | +20.7% | +265.8% |
| All | +11,411.2% | +5,277.9% | +6,133.2% | +2,466.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling