-25.9%
CCJ vs AMBA
-25.6%
-0.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -14.5% | -8.1% | -6.4% | -13.2% |
| 30D | -18.1% | -10.8% | -7.3% | -16.4% |
| 3M | -23.0% | -25.9% | +2.9% | -19.1% |
| 6M | -39.4% | -13.9% | -25.5% | -40.3% |
| YTD | -21.7% | -14.0% | -7.6% | -25.5% |
| 1Y | -25.9% | -25.7% | -0.2% | -28.4% |
| All | -25.9% | -25.6% | -0.3% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling