+473.5%
CB vs AMBA
+837.3%
-363.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | +0.5% | -11.0% | +11.4% | +1.2% |
| 30D | -3.1% | -23.2% | +20.1% | -1.6% |
| 3M | +9.0% | -12.7% | +21.7% | +8.9% |
| 6M | +2.9% | +11.2% | -8.4% | +0.5% |
| YTD | +10.1% | -11.2% | +21.3% | +9.1% |
| 1Y | +22.8% | -22.5% | +45.3% | +22.1% |
| 3Y | +73.8% | -1.3% | +75.1% | +65.1% |
| 5Y | +99.2% | -54.2% | +153.3% | +93.8% |
| 10Y | +218.2% | -6.1% | +224.3% | +172.7% |
| All | +473.5% | +837.3% | -363.8% | +311.0% |
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