+87.5%
AMZN vs CPB
-40.7%
+128.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.7% |
| 7D | -3.0% | -8.6% | +5.6% | -4.2% |
| 30D | -5.2% | -7.2% | +2.1% | -6.2% |
| 3M | +1.9% | +0.9% | +1.0% | +2.3% |
| 6M | +19.2% | -11.8% | +31.0% | +17.0% |
| YTD | +12.0% | -19.4% | +31.4% | +8.2% |
| 1Y | +9.7% | -30.4% | +40.1% | +3.5% |
| All | +87.5% | -40.7% | +128.3% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling