-50.7%
CCI vs AMBA
-54.5%
+3.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -0.4% | -11.0% | +10.6% | 0.0% |
| 30D | +2.7% | -23.2% | +25.9% | +3.7% |
| 3M | -18.2% | -12.7% | -5.5% | -18.2% |
| 6M | -14.8% | +11.2% | -26.0% | -16.7% |
| YTD | -12.6% | -11.2% | -1.4% | -13.4% |
| 1Y | -16.7% | -22.5% | +5.8% | -17.2% |
| 3Y | -10.5% | -1.3% | -9.2% | -15.4% |
| All | -50.7% | -54.5% | +3.8% | -51.7% |
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