+553.0%
AMZN vs CME
+280.4%
+272.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.7% | -2.4% | -0.3% | -2.3% |
| 30D | -7.5% | +6.2% | -13.7% | -8.6% |
| 3M | +5.8% | +4.4% | +1.5% | +4.8% |
| 6M | +17.5% | -9.6% | +27.2% | +19.5% |
| YTD | +9.1% | +3.8% | +5.3% | +7.5% |
| 1Y | +9.4% | +9.5% | -0.2% | +6.3% |
| 3Y | +82.2% | +51.9% | +30.3% | +59.8% |
| 5Y | +45.2% | +78.7% | -33.5% | +22.4% |
| All | +553.0% | +280.4% | +272.6% | +418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling