+620.3%
AMZN vs CMS
+137.8%
+482.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +2.6% | +6.6% | -4.0% | +1.4% |
| 3M | -2.2% | +0.8% | -3.1% | -2.4% |
| 6M | -1.0% | -3.3% | +2.3% | -0.7% |
| YTD | +15.3% | +2.7% | +12.6% | +14.3% |
| 1Y | +6.9% | -4.0% | +10.9% | +7.2% |
| 3Y | +85.4% | +37.6% | +47.8% | +69.4% |
| 5Y | +53.3% | +35.4% | +17.9% | +40.5% |
| 10Y | +620.3% | +136.0% | +484.3% | +507.0% |
| All | +620.3% | +137.8% | +482.6% | +507.0% |
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