+163.9%
CCJ vs AMBA
-69.7%
+233.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.1% |
| 7D | -0.8% | +2.7% | -3.5% | -1.4% |
| 30D | -13.2% | -2.2% | -11.0% | -12.7% |
| 3M | -27.6% | -26.6% | -1.0% | -22.5% |
| 6M | -38.7% | -26.8% | -11.9% | -36.5% |
| YTD | -22.7% | -15.1% | -7.6% | -23.8% |
| 1Y | -17.6% | -32.3% | +14.7% | -14.7% |
| 3Y | +62.7% | +19.8% | +42.9% | +37.3% |
| All | +163.9% | -69.7% | +233.7% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling