+79.4%
AMZN vs CMG
-7.3%
+86.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -0.7% | -2.1% | +1.4% | -0.1% |
| 30D | -3.9% | +10.9% | -14.8% | -6.6% |
| 3M | +6.3% | +15.8% | -9.5% | +0.9% |
| 6M | +20.8% | +6.9% | +13.8% | +17.0% |
| YTD | +11.2% | -2.2% | +13.4% | +10.4% |
| 1Y | +11.7% | -7.1% | +18.8% | +11.8% |
| 3Y | +79.4% | -7.1% | +86.6% | +36.9% |
| All | +79.4% | -7.3% | +86.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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