+94.0%
CCI vs AMBA
+837.3%
-743.3%
-55.8%
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% | -1.8% |
| 7D | -0.4% | -11.0% | +10.6% | +0.3% |
| 30D | +2.7% | -23.2% | +25.9% | +4.4% |
| 3M | -18.2% | -12.7% | -5.5% | -18.3% |
| 6M | -14.8% | +11.2% | -26.0% | -16.9% |
| YTD | -12.6% | -11.2% | -1.4% | -13.5% |
| 1Y | -16.7% | -22.5% | +5.8% | -17.2% |
| 3Y | -10.5% | -1.3% | -9.2% | -15.1% |
| 5Y | -51.4% | -54.2% | +2.7% | -52.7% |
| 10Y | +20.0% | -6.1% | +26.2% | +4.7% |
| All | +94.0% | +837.3% | -743.3% | +41.4% |
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