+45.8%
AMZN vs CPB
-38.5%
+84.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.4% |
| 7D | +0.8% | -8.2% | +9.0% | -0.1% |
| 30D | -6.4% | -5.6% | -0.8% | -6.9% |
| 3M | +4.8% | +3.0% | +1.8% | +5.3% |
| 6M | +20.5% | -12.7% | +33.2% | +18.9% |
| YTD | +11.3% | -18.0% | +29.3% | +9.2% |
| 1Y | +9.0% | -31.7% | +40.7% | +5.1% |
| 3Y | +85.9% | -41.0% | +126.9% | +76.4% |
| 5Y | +45.8% | -38.4% | +84.2% | +43.9% |
| All | +45.8% | -38.5% | +84.3% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling