+1,526.6%
AMZN vs CFG
+360.2%
+1,166.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.3% |
| 7D | +8.7% | +0.3% | +8.4% | +8.6% |
| 30D | +1.7% | +3.2% | -1.5% | +1.0% |
| 3M | -2.8% | -9.7% | +7.0% | -0.5% |
| 6M | -2.1% | +3.6% | -5.7% | -3.2% |
| YTD | +15.6% | +14.7% | +1.0% | +11.4% |
| 1Y | +9.2% | +29.6% | -20.4% | +2.1% |
| 3Y | +89.9% | +190.6% | -100.7% | +47.1% |
| 5Y | +49.3% | +67.1% | -17.8% | +28.2% |
| 10Y | +591.6% | +237.0% | +354.6% | +375.0% |
| All | +1,526.6% | +360.2% | +1,166.4% | +907.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling