+264,716.1%
AMZN vs CMS
+409.6%
+264,306.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +7.9% | -1.3% | +9.2% | +8.3% |
| 30D | -0.2% | +6.3% | -6.6% | -2.0% |
| 3M | -4.8% | -2.1% | -2.7% | -4.4% |
| 6M | -5.7% | -5.1% | -0.6% | -4.8% |
| YTD | +12.3% | +1.3% | +11.1% | +11.2% |
| 1Y | +6.7% | -1.4% | +8.1% | +6.4% |
| 3Y | +85.6% | +36.9% | +48.6% | +66.3% |
| 5Y | +47.4% | +32.5% | +14.8% | +32.4% |
| 10Y | +586.8% | +126.8% | +460.1% | +414.0% |
| All | +264,716.1% | +409.6% | +264,306.5% | +85,279.8% |
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