+591.6%
AMZN vs CMS
+127.7%
+463.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.9% |
| 7D | +8.7% | -0.9% | +9.6% | +8.8% |
| 30D | +1.7% | +7.1% | -5.3% | +0.5% |
| 3M | -2.8% | -1.3% | -1.5% | -2.6% |
| 6M | -2.1% | -2.7% | +0.5% | -1.9% |
| YTD | +15.6% | +2.6% | +13.0% | +14.6% |
| 1Y | +9.2% | -2.0% | +11.2% | +9.2% |
| 3Y | +89.9% | +39.6% | +50.2% | +72.6% |
| 5Y | +49.3% | +35.3% | +13.9% | +36.7% |
| 10Y | +591.6% | +132.3% | +459.3% | +468.9% |
| All | +591.6% | +127.7% | +463.9% | +468.9% |
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