+264,716.1%
AMZN vs CLF
+229.4%
+264,486.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +7.9% | -19.6% | +27.5% | +11.3% |
| 30D | -0.2% | -5.0% | +4.7% | +0.1% |
| 3M | -4.8% | -6.3% | +1.5% | -4.7% |
| 6M | -5.7% | +2.8% | -8.5% | -8.1% |
| YTD | +12.3% | -13.7% | +26.0% | +11.2% |
| 1Y | +6.7% | +13.6% | -6.9% | +0.8% |
| 3Y | +85.6% | -34.0% | +119.5% | +81.4% |
| 5Y | +47.4% | -48.7% | +96.1% | +46.3% |
| 10Y | +586.8% | +113.4% | +473.4% | +364.0% |
| All | +264,716.1% | +229.4% | +264,486.7% | +78,957.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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