+27,081.8%
AMZN vs CSGP
+3,334.4%
+23,747.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.7% |
| 7D | -3.0% | -4.1% | +1.1% | -1.6% |
| 30D | -5.2% | +2.3% | -7.5% | -6.3% |
| 3M | +1.9% | -8.2% | +10.0% | +3.8% |
| 6M | +19.2% | -35.1% | +54.3% | +36.3% |
| YTD | +12.0% | -54.0% | +66.0% | +43.0% |
| 1Y | +9.7% | -65.3% | +75.0% | +54.3% |
| 3Y | +87.2% | -62.6% | +149.7% | +150.5% |
| 5Y | +48.7% | -64.8% | +113.5% | +101.4% |
| 10Y | +569.3% | +45.1% | +524.3% | +436.4% |
| All | +27,081.8% | +3,334.4% | +23,747.3% | +4,473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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