+20.4%
CP vs AMRZ
-22.6%
+43.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.4% |
| 7D | +2.4% | -2.0% | +4.4% | +2.9% |
| 30D | -0.5% | -9.8% | +9.3% | +1.6% |
| 3M | +1.4% | -17.2% | +18.6% | +4.9% |
| 6M | +10.3% | -26.9% | +37.2% | +17.2% |
| YTD | +24.3% | -21.5% | +45.8% | +29.3% |
| 1Y | +20.4% | -22.9% | +43.3% | +26.4% |
| All | +20.4% | -22.6% | +43.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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