-56.9%
CBRS vs AMBA
-25.3%
-31.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.5% | +4.4% | +5.7% |
| 7D | +10.0% | +2.6% | +7.5% | +7.9% |
| 30D | -31.1% | -3.6% | -27.5% | -30.7% |
| 3M | -56.9% | -24.6% | -32.3% | -56.0% |
| All | -56.9% | -25.3% | -31.6% | -56.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling