-22.5%
CCJ vs AMBA
-34.6%
+12.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | +0.4% | -2.7% | +3.1% | +0.9% |
| 30D | -17.2% | -10.5% | -6.8% | -15.5% |
| 3M | -25.1% | -26.4% | +1.3% | -21.0% |
| 6M | -37.6% | -20.9% | -16.7% | -37.2% |
| YTD | -20.4% | -14.8% | -5.6% | -24.4% |
| 1Y | -22.5% | -36.1% | +13.6% | -23.0% |
| All | -22.5% | -34.6% | +12.1% | -23.0% |
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