+553.0%
AMZN vs CPB
-45.5%
+598.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.2% |
| 7D | -2.7% | -5.4% | +2.7% | -2.7% |
| 30D | -7.5% | -7.8% | +0.3% | -7.4% |
| 3M | +5.8% | -6.9% | +12.8% | +5.8% |
| 6M | +17.5% | -12.2% | +29.7% | +17.7% |
| YTD | +9.1% | -21.1% | +30.2% | +9.4% |
| 1Y | +9.4% | -33.5% | +42.9% | +10.1% |
| 3Y | +82.2% | -43.2% | +125.4% | +83.2% |
| 5Y | +45.2% | -40.9% | +86.1% | +44.7% |
| All | +553.0% | -45.5% | +598.4% | +558.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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