+45.8%
AMZN vs CI
+40.1%
+5.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | +0.8% | -2.0% | +2.8% | +1.0% |
| 30D | -6.4% | -1.8% | -4.6% | -6.2% |
| 3M | +4.8% | -4.2% | +9.0% | +5.1% |
| 6M | +20.5% | +2.7% | +17.8% | +19.8% |
| YTD | +11.3% | +1.9% | +9.4% | +10.6% |
| 1Y | +9.0% | -6.3% | +15.2% | +9.0% |
| 3Y | +85.9% | +3.9% | +82.0% | +77.1% |
| 5Y | +45.8% | +41.9% | +3.9% | +17.5% |
| All | +45.8% | +40.1% | +5.7% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling