+844.8%
CCJ vs AMBA
+12.8%
+832.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.3% | +0.4% | +4.5% |
| 7D | +2.7% | 0.0% | +2.8% | +2.7% |
| 30D | -14.4% | -8.6% | -5.8% | -12.6% |
| 3M | -22.6% | -29.0% | +6.4% | -16.6% |
| 6M | -35.4% | -19.2% | -16.2% | -34.8% |
| YTD | -17.6% | -13.0% | -4.6% | -19.1% |
| 1Y | -18.1% | -31.3% | +13.1% | -15.5% |
| 3Y | +79.6% | +28.1% | +51.4% | +51.0% |
| 5Y | +175.3% | -69.4% | +244.7% | +194.0% |
| 10Y | +844.8% | +7.6% | +837.2% | +610.5% |
| All | +844.8% | +12.8% | +832.0% | +610.5% |
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