+47,093.8%
AMZN vs CNC
+5,330.7%
+41,763.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.1% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | -6.4% | -1.8% | -4.6% | -6.1% |
| 3M | +4.8% | -0.7% | +5.5% | +4.6% |
| 6M | +20.5% | +47.9% | -27.4% | +10.5% |
| YTD | +11.3% | +56.9% | -45.6% | +0.7% |
| 1Y | +9.0% | +123.9% | -115.0% | -8.7% |
| 3Y | +85.9% | -1.3% | +87.2% | +74.2% |
| 5Y | +45.8% | +2.8% | +43.0% | +33.4% |
| 10Y | +555.5% | +90.9% | +464.6% | +402.4% |
| All | +47,093.8% | +5,330.7% | +41,763.1% | +19,366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling