+560.7%
AMZN vs CMS
+127.3%
+433.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +7.9% | -0.5% | +8.4% | +8.0% |
| 30D | -0.2% | +7.2% | -7.4% | -1.5% |
| 3M | -4.8% | -1.3% | -3.5% | -4.7% |
| 6M | -5.7% | -4.3% | -1.4% | -5.2% |
| YTD | +12.3% | +2.1% | +10.3% | +11.4% |
| 1Y | +6.7% | -0.6% | +7.3% | +6.3% |
| 3Y | +85.6% | +38.0% | +47.5% | +69.1% |
| 5Y | +47.4% | +33.6% | +13.8% | +35.2% |
| All | +560.7% | +127.3% | +433.4% | +445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling