+262,142.5%
AMZN vs CRH
+1,948.6%
+260,193.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | -0.7% | -6.1% | +5.4% | +1.1% |
| 30D | -3.9% | -9.3% | +5.3% | -1.2% |
| 3M | +6.3% | -15.2% | +21.5% | +11.2% |
| 6M | +20.8% | -14.2% | +35.0% | +25.6% |
| YTD | +11.2% | -28.3% | +39.5% | +21.5% |
| 1Y | +11.7% | -21.8% | +33.4% | +18.7% |
| 3Y | +79.4% | +71.6% | +7.8% | +50.7% |
| 5Y | +48.0% | +96.6% | -48.6% | +19.2% |
| 10Y | +575.6% | +253.8% | +321.8% | +343.2% |
| All | +262,142.5% | +1,948.6% | +260,193.9% | +128,800.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 all: compounded portfolio wealth divided by compounded CRH 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…
all analysis · Full analysis span regression · 6 months rolling