+5.9%
AMZN vs CME
+9.3%
-3.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.9% |
| 7D | -1.0% | -0.6% | -0.4% | -1.1% |
| 30D | -9.2% | +4.7% | -13.9% | -8.6% |
| 3M | +3.4% | +7.8% | -4.5% | +4.2% |
| 6M | +18.2% | -11.0% | +29.2% | +14.0% |
| YTD | +9.3% | +4.0% | +5.3% | +9.1% |
| 1Y | +5.9% | +9.1% | -3.2% | +5.8% |
| All | +5.9% | +9.3% | -3.4% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling