+7.5%
AMZN vs CI
+15.8%
-8.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +3.0% |
| 7D | +8.7% | +0.1% | +8.5% | +8.7% |
| 30D | +1.7% | +4.7% | -2.9% | +2.2% |
| 3M | -2.8% | +5.2% | -8.0% | -2.2% |
| 6M | -2.1% | +3.8% | -5.9% | -1.8% |
| YTD | +15.6% | +9.2% | +6.4% | +16.2% |
| All | +7.5% | +15.8% | -8.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling