+87.5%
AMZN vs CME
+56.2%
+31.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -3.0% | -1.6% | -1.4% | -3.3% |
| 30D | -5.2% | +6.2% | -11.4% | -3.9% |
| 3M | +1.9% | +10.4% | -8.6% | +4.1% |
| 6M | +19.2% | -9.5% | +28.8% | +15.6% |
| YTD | +12.0% | +6.0% | +6.0% | +13.7% |
| 1Y | +9.7% | +9.3% | +0.4% | +12.4% |
| All | +87.5% | +56.2% | +31.3% | +92.0% |
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