+48.6%
AMZN vs CL
+39.7%
+9.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.3% |
| 7D | +7.9% | +1.3% | +6.6% | +7.8% |
| 30D | -0.2% | +11.4% | -11.6% | -0.6% |
| 3M | -4.8% | +4.4% | -9.2% | -4.8% |
| 6M | -5.7% | +10.8% | -16.5% | -6.0% |
| YTD | +12.3% | +25.1% | -12.8% | +11.3% |
| 1Y | +6.7% | +28.0% | -21.3% | +5.6% |
| 3Y | +85.6% | +37.6% | +47.9% | +71.4% |
| All | +48.6% | +39.7% | +9.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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