+64.9%
AMZN vs CPNG
-76.2%
+141.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | -3.9% | -7.4% | +3.4% | -2.1% |
| 3M | +6.3% | -12.3% | +18.7% | +9.6% |
| 6M | +20.8% | -19.4% | +40.2% | +25.8% |
| YTD | +11.2% | -35.9% | +47.2% | +22.6% |
| 1Y | +11.7% | -53.4% | +65.1% | +33.6% |
| 3Y | +79.4% | -20.0% | +99.4% | +81.4% |
| 5Y | +48.0% | -49.6% | +97.6% | +43.4% |
| All | +64.9% | -76.2% | +141.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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