+88.7%
AMZN vs CME
+61.8%
+26.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.8% |
| 7D | +8.0% | +1.7% | +6.4% | +8.4% |
| 30D | +3.2% | +10.2% | -7.0% | +5.4% |
| 3M | -2.6% | +17.8% | -20.4% | +1.0% |
| 6M | -0.7% | +11.0% | -11.7% | +1.3% |
| YTD | +17.4% | +17.0% | +0.3% | +21.8% |
| 1Y | +9.0% | +15.8% | -6.8% | +13.0% |
| 3Y | +88.7% | +61.8% | +26.9% | +108.2% |
| All | +88.7% | +61.8% | +26.8% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling