+44.9%
AMZN vs CG
+5.5%
+39.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | 0.0% |
| 7D | -1.0% | -6.4% | +5.4% | +1.9% |
| 30D | -9.2% | -7.1% | -2.2% | -6.5% |
| 3M | +3.4% | -1.6% | +4.9% | +3.3% |
| 6M | +18.2% | -8.3% | +26.6% | +21.3% |
| YTD | +9.3% | -23.8% | +33.2% | +21.0% |
| 1Y | +5.9% | -28.7% | +34.7% | +19.8% |
| 3Y | +82.6% | +49.2% | +33.4% | +31.0% |
| 5Y | +44.9% | +5.5% | +39.4% | +21.2% |
| All | +44.9% | +5.5% | +39.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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