+89.9%
AMZN vs CP
+30.2%
+59.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.3% |
| 7D | +8.7% | +2.8% | +5.9% | +7.8% |
| 30D | +1.7% | +11.3% | -9.6% | -1.4% |
| 3M | -2.8% | +2.9% | -5.6% | -3.6% |
| 6M | -2.1% | +9.8% | -11.9% | -5.1% |
| YTD | +15.6% | +28.5% | -12.9% | +5.6% |
| 1Y | +9.2% | +33.5% | -24.3% | -1.8% |
| 3Y | +89.9% | +31.9% | +57.9% | +76.6% |
| All | +89.9% | +30.2% | +59.6% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling