+564.1%
AMZN vs CRL
+244.4%
+319.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -1.0% | -4.6% | +3.6% | +0.5% |
| 30D | -9.2% | +0.5% | -9.7% | -9.5% |
| 3M | +3.4% | +46.6% | -43.3% | -9.5% |
| 6M | +18.2% | +57.3% | -39.0% | 0.0% |
| YTD | +9.3% | +39.5% | -30.2% | -4.3% |
| 1Y | +5.9% | +76.9% | -70.9% | -15.1% |
| 3Y | +82.6% | +39.4% | +43.2% | +48.2% |
| 5Y | +44.9% | -37.2% | +82.1% | +54.7% |
| 10Y | +564.1% | +253.4% | +310.7% | +271.4% |
| All | +564.1% | +244.4% | +319.6% | +271.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling