-36.9%
CCI vs AMBA
-70.4%
+33.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -2.9% |
| 7D | -0.1% | -7.2% | +7.1% | +0.2% |
| 30D | +28.4% | -10.4% | +38.8% | +28.9% |
| 3M | +20.0% | -30.1% | +50.1% | +21.6% |
| 6M | +0.8% | -22.4% | +23.2% | +0.9% |
| YTD | +3.6% | -17.3% | +21.0% | +2.9% |
| 1Y | +6.1% | -35.4% | +41.5% | +6.9% |
| 3Y | +7.2% | +18.6% | -11.4% | -1.5% |
| All | -36.9% | -70.4% | +33.5% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling