+157.0%
CCJ vs AMBA
-70.4%
+227.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.1% | -1.8% | +2.9% |
| 7D | -7.3% | -7.2% | -0.1% | -5.6% |
| 30D | -20.0% | -10.4% | -9.6% | -17.9% |
| 3M | -23.8% | -30.1% | +6.3% | -17.5% |
| 6M | -42.4% | -22.4% | -20.0% | -41.3% |
| YTD | -22.1% | -17.3% | -4.7% | -22.8% |
| 1Y | -20.8% | -35.4% | +14.6% | -17.1% |
| 3Y | +75.7% | +18.6% | +57.1% | +48.0% |
| All | +157.0% | -70.4% | +227.4% | +162.2% |
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