+75.7%
CCJ vs AMBA
+16.7%
+59.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.1% | -1.8% | +2.9% |
| 7D | -7.3% | -7.2% | -0.1% | -5.7% |
| 30D | -20.0% | -10.4% | -9.6% | -18.0% |
| 3M | -23.8% | -30.1% | +6.3% | -17.9% |
| 6M | -42.4% | -22.4% | -20.0% | -41.4% |
| YTD | -22.1% | -17.3% | -4.7% | -23.1% |
| 1Y | -20.8% | -35.4% | +14.6% | -17.5% |
| 3Y | +75.7% | +18.6% | +57.1% | +57.0% |
| All | +75.7% | +16.7% | +59.0% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling