When you actually click to go to the capital one shopping site:

> When You Use or Visit Our Site: Capital One Shopping may also partner with certain third parties to deliver advertisements and monitor activities on our own website and other websites. Our partners may also use cookies, web beacons, and/or other monitoring technologies to compile statistics about website visitors.

And the actual meat:

> We may use browser data we have collected (if browser extension is downloaded) for a variety of additional reasons. For example, we may use this type of data: to provide customized advertisements, content, and information;

> Capital One Shopping may customize content and advertisements for our products and services on the website or mobile apps we own. In order to make the content and advertising as informative and useful as possible, we may use information about your relationship with us (such as your purchase history)

And

> If we send you an email advertisement, it will include instructions on how to opt out of receiving such emails in the future.

So the money comes from their advertisement engine, and they get your full browsing history to aid in targeting those advertisements, and they most likely get a large kickback when they successfully redirect people from Amazon and onto a third-party retailer to purchase an item. They also automatically collect discount codes that have worked for other people (much like Honey, acquired by PayPal).