+47.3%
AMZN vs CFG
+101.4%
-54.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.0% | +1.5% | -4.5% | -3.5% |
| 30D | -5.2% | -3.8% | -1.4% | -3.9% |
| 3M | +1.9% | +11.5% | -9.6% | -2.5% |
| 6M | +19.2% | +19.2% | 0.0% | +11.2% |
| YTD | +12.0% | +23.7% | -11.7% | +2.6% |
| 1Y | +9.7% | +38.8% | -29.2% | -4.1% |
| 3Y | +87.2% | +178.9% | -91.7% | +23.9% |
| All | +47.3% | +101.4% | -54.0% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling