+69.3%
CCI vs AMBA
-0.9%
+70.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +2.5% | +2.7% | -0.2% | +2.3% |
| 30D | +14.4% | -2.2% | +16.6% | +14.5% |
| 3M | +21.7% | -26.6% | +48.3% | +23.8% |
| 6M | +4.0% | -26.8% | +30.8% | +4.7% |
| YTD | +6.2% | -15.1% | +21.3% | +5.1% |
| 1Y | +5.4% | -32.3% | +37.7% | +6.0% |
| 3Y | +11.7% | +19.8% | -8.1% | +2.8% |
| 5Y | -35.6% | -69.2% | +33.6% | -35.1% |
| All | +69.3% | -0.9% | +70.2% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling