+9.0%
AMZN vs CP
+19.5%
-10.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.8% | +2.4% | -1.6% | +0.6% |
| 30D | -6.4% | -0.5% | -5.8% | -6.3% |
| 3M | +4.8% | +1.4% | +3.4% | +4.5% |
| 6M | +20.5% | +10.3% | +10.2% | +18.7% |
| YTD | +11.3% | +24.3% | -13.0% | +8.6% |
| 1Y | +9.0% | +20.4% | -11.5% | +4.1% |
| All | +9.0% | +19.5% | -10.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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