+565.7%
AMZN vs CNC
+99.9%
+465.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.7% |
| 7D | -0.7% | -0.9% | +0.3% | -0.5% |
| 30D | -3.9% | -1.0% | -3.0% | -3.8% |
| 3M | +6.3% | +4.5% | +1.8% | +5.3% |
| 6M | +20.8% | +85.2% | -64.5% | +8.7% |
| YTD | +11.2% | +61.4% | -50.2% | +1.8% |
| 1Y | +11.7% | +94.9% | -83.2% | -1.5% |
| 3Y | +79.4% | 0.0% | +79.4% | +71.1% |
| 5Y | +48.0% | +11.2% | +36.8% | +35.1% |
| All | +565.7% | +99.9% | +465.8% | +420.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling