+76.0%
AMZN vs CMI
+147.2%
-71.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | -7.5% | -12.8% | +5.3% | -3.2% |
| 3M | +5.8% | -12.4% | +18.3% | +9.2% |
| 6M | +17.5% | -0.9% | +18.4% | +14.0% |
| YTD | +9.1% | +8.9% | +0.3% | +0.7% |
| 1Y | +9.4% | +37.7% | -28.3% | -10.2% |
| All | +76.0% | +147.2% | -71.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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