+6.7%
AMZN vs CRL
+85.3%
-78.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -7.3% | +13.4% | +6.9% |
| 7D | +4.5% | -12.8% | +17.2% | +6.0% |
| 30D | +5.8% | +5.0% | +0.8% | +4.7% |
| 3M | -4.1% | +39.4% | -43.5% | -8.9% |
| 6M | -2.2% | +89.4% | -91.6% | -12.8% |
| YTD | +15.3% | +63.6% | -48.3% | +5.1% |
| 1Y | +6.7% | +83.5% | -76.8% | -4.2% |
| All | +6.7% | +85.3% | -78.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling