-22.3%
CCJ vs AMBA
-35.5%
+13.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.9% |
| 7D | +5.0% | +10.7% | -5.6% | +3.0% |
| 30D | -16.7% | -5.0% | -11.6% | -15.8% |
| 3M | -27.5% | -26.9% | -0.6% | -23.5% |
| 6M | -38.6% | -21.9% | -16.7% | -38.0% |
| YTD | -21.5% | -13.8% | -7.7% | -25.7% |
| 1Y | -22.3% | -36.1% | +13.8% | -22.7% |
| All | -22.3% | -35.5% | +13.2% | -22.7% |
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 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