+262,336.6%
AMZN vs CMI
+7,206.1%
+255,130.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | -6.4% | -12.5% | +6.1% | -1.9% |
| 3M | +4.8% | -16.2% | +21.0% | +10.7% |
| 6M | +20.5% | +4.9% | +15.7% | +16.6% |
| YTD | +11.3% | +11.1% | +0.2% | +4.7% |
| 1Y | +9.0% | +43.4% | -34.4% | -7.1% |
| 3Y | +85.9% | +154.1% | -68.2% | +27.4% |
| 5Y | +45.8% | +169.5% | -123.7% | -3.2% |
| 10Y | +555.5% | +503.8% | +51.7% | +204.4% |
| All | +262,336.6% | +7,206.1% | +255,130.5% | +32,948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling