+9.7%
AMZN vs CNC
+129.2%
-119.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | -3.0% | +3.5% | -6.5% | -3.2% |
| 30D | -5.2% | +0.1% | -5.3% | -5.2% |
| 3M | +1.9% | +6.9% | -5.1% | +1.3% |
| 6M | +19.2% | +49.0% | -29.8% | +15.6% |
| YTD | +12.0% | +62.9% | -50.9% | +7.2% |
| 1Y | +9.7% | +134.0% | -124.3% | +4.5% |
| All | +9.7% | +129.2% | -119.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling