+45.8%
AMZN vs CRL
-37.4%
+83.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -6.4% | +5.0% | -11.3% | -7.7% |
| 3M | +4.8% | +50.6% | -45.8% | -7.4% |
| 6M | +20.5% | +60.9% | -40.4% | +3.5% |
| YTD | +11.3% | +40.7% | -29.4% | -1.0% |
| 1Y | +9.0% | +73.3% | -64.3% | -9.6% |
| 3Y | +85.9% | +40.6% | +45.3% | +54.5% |
| 5Y | +45.8% | -37.0% | +82.8% | +44.3% |
| All | +45.8% | -37.4% | +83.2% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling