+23,860.2%
AMZN vs CME
+8,256.4%
+15,603.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +8.0% | +1.7% | +6.4% | +7.5% |
| 30D | +3.2% | +10.2% | -7.0% | -0.3% |
| 3M | -2.6% | +17.8% | -20.4% | -8.2% |
| 6M | -0.7% | +11.0% | -11.7% | -5.0% |
| YTD | +17.4% | +17.0% | +0.3% | +9.5% |
| 1Y | +9.0% | +15.8% | -6.8% | +2.0% |
| 3Y | +88.7% | +61.8% | +26.9% | +53.3% |
| 5Y | +55.6% | +72.5% | -16.9% | +22.9% |
| 10Y | +629.7% | +288.0% | +341.7% | +300.2% |
| All | +23,860.2% | +8,256.4% | +15,603.8% | +4,075.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling