+49.3%
AMZN vs CPB
-31.8%
+81.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.8% |
| 7D | +8.7% | +3.3% | +5.4% | +9.1% |
| 30D | +1.7% | +19.0% | -17.3% | +4.1% |
| 3M | -2.8% | +0.4% | -3.2% | -2.2% |
| 6M | -2.1% | +13.0% | -15.1% | -0.1% |
| YTD | +15.6% | -12.7% | +28.4% | +14.6% |
| 1Y | +9.2% | -20.9% | +30.1% | +7.1% |
| 3Y | +89.9% | -35.4% | +125.2% | +81.6% |
| 5Y | +49.3% | -32.3% | +81.6% | +53.7% |
| All | +49.3% | -31.8% | +81.1% | +53.7% |
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