+564.1%
AMZN vs CFG
+308.1%
+256.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -9.2% | -4.5% | -4.7% | -8.4% |
| 3M | +3.4% | +6.3% | -3.0% | +1.8% |
| 6M | +18.2% | +20.6% | -2.4% | +13.1% |
| YTD | +9.3% | +21.2% | -11.9% | +4.3% |
| 1Y | +5.9% | +38.2% | -32.2% | -2.0% |
| 3Y | +82.6% | +185.9% | -103.3% | +44.2% |
| 5Y | +44.9% | +97.0% | -52.1% | +22.1% |
| 10Y | +564.1% | +306.8% | +257.3% | +388.2% |
| All | +564.1% | +308.1% | +256.0% | +388.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling