+554.3%
AMZN vs CME
+281.2%
+273.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -9.2% | +4.7% | -13.9% | -10.1% |
| 3M | +3.4% | +7.8% | -4.5% | +1.6% |
| 6M | +18.2% | -11.0% | +29.2% | +20.6% |
| YTD | +9.3% | +4.0% | +5.3% | +7.7% |
| 1Y | +5.9% | +9.1% | -3.2% | +3.1% |
| 3Y | +82.6% | +52.3% | +30.3% | +60.1% |
| 5Y | +44.9% | +76.1% | -31.2% | +22.5% |
| All | +554.3% | +281.2% | +273.1% | +419.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling