+263,909.3%
AMZN vs CMS
+404.3%
+263,505.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.0% | +0.4% | -3.3% | -3.1% |
| 30D | -5.2% | -3.6% | -1.6% | -4.3% |
| 3M | +1.9% | -1.9% | +3.8% | +2.1% |
| 6M | +19.2% | -11.0% | +30.2% | +22.5% |
| YTD | +12.0% | +0.2% | +11.8% | +11.4% |
| 1Y | +9.7% | -1.3% | +11.0% | +9.3% |
| 3Y | +87.2% | +35.9% | +51.2% | +68.1% |
| 5Y | +48.7% | +23.1% | +25.6% | +36.4% |
| 10Y | +569.3% | +117.9% | +451.4% | +407.2% |
| All | +263,909.3% | +404.3% | +263,505.0% | +85,391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling