+172.8%
CCJ vs AMBA
-1.0%
+173.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.7% | -11.0% | +11.7% | +3.2% |
| 30D | +6.9% | -23.2% | +30.0% | +13.0% |
| 3M | -11.6% | -12.7% | +1.1% | -11.1% |
| 6M | -16.2% | +11.2% | -27.4% | -21.9% |
| YTD | +10.1% | -11.2% | +21.3% | +7.4% |
| 1Y | +32.3% | -22.5% | +54.8% | +31.3% |
| All | +172.8% | -1.0% | +173.8% | +145.5% |
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 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