+530.1%
CB vs AMBA
+807.9%
-277.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.2% |
| 7D | +5.3% | -8.1% | +13.3% | +5.8% |
| 30D | +13.2% | -10.8% | +24.0% | +13.9% |
| 3M | +7.8% | -25.9% | +33.7% | +9.5% |
| 6M | +15.8% | -13.9% | +29.7% | +15.2% |
| YTD | +21.0% | -14.0% | +35.0% | +19.8% |
| 1Y | +32.2% | -25.7% | +57.9% | +31.9% |
| 3Y | +76.7% | +21.5% | +55.2% | +64.5% |
| 5Y | +110.4% | -68.9% | +179.3% | +112.3% |
| 10Y | +261.0% | +5.2% | +255.8% | +206.7% |
| All | +530.1% | +807.9% | -277.8% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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