+620.3%
AMZN vs CRL
+358.0%
+262.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +0.1% | +5.0% | -5.0% | -1.6% |
| 30D | +2.6% | +13.5% | -11.0% | -2.2% |
| 3M | -2.2% | +21.5% | -23.8% | -9.0% |
| 6M | -1.0% | +103.4% | -104.5% | -23.0% |
| YTD | +15.3% | +71.8% | -56.5% | -6.4% |
| 1Y | +6.9% | +97.5% | -90.7% | -17.4% |
| 3Y | +85.4% | +99.2% | -13.8% | +31.5% |
| 5Y | +53.3% | -12.1% | +65.4% | +45.7% |
| 10Y | +620.3% | +359.2% | +261.2% | +288.5% |
| All | +620.3% | +358.0% | +262.3% | +288.5% |
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