+76.4%
AMZN vs CNC
-2.4%
+78.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -1.0% | -4.9% | +3.9% | -0.9% |
| 30D | -9.2% | -3.8% | -5.5% | -9.1% |
| 3M | +3.4% | -3.2% | +6.6% | +3.4% |
| 6M | +18.2% | +47.9% | -29.7% | +16.7% |
| YTD | +9.3% | +55.7% | -46.3% | +7.7% |
| 1Y | +5.9% | +106.2% | -100.3% | +4.1% |
| All | +76.4% | -2.4% | +78.8% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling