+22,766.9%
AMZN vs CME
+7,469.3%
+15,297.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.0% | -1.6% | -1.4% | -2.5% |
| 30D | -5.2% | +6.2% | -11.4% | -7.2% |
| 3M | +1.9% | +10.4% | -8.6% | -2.0% |
| 6M | +19.2% | -9.5% | +28.8% | +22.3% |
| YTD | +12.0% | +6.0% | +6.0% | +8.4% |
| 1Y | +9.7% | +9.3% | +0.4% | +4.8% |
| 3Y | +87.2% | +57.7% | +29.5% | +53.4% |
| 5Y | +48.7% | +77.7% | -29.0% | +16.3% |
| 10Y | +569.3% | +281.2% | +288.1% | +267.9% |
| All | +22,766.9% | +7,469.3% | +15,297.6% | +4,033.1% |
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