+313.6%
CCJ vs AMBA
+722.2%
-408.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.4% | +4.8% | -2.8% |
| 7D | -18.2% | -14.6% | -3.6% | -15.6% |
| 30D | -26.5% | -18.8% | -7.7% | -23.5% |
| 3M | -27.5% | -32.6% | +5.1% | -22.0% |
| 6M | -40.3% | -25.8% | -14.5% | -38.7% |
| YTD | -25.3% | -22.1% | -3.2% | -24.6% |
| 1Y | -28.1% | -36.2% | +8.1% | -25.0% |
| 3Y | +63.8% | +10.0% | +53.9% | +47.5% |
| 5Y | +156.3% | -71.6% | +227.9% | +174.8% |
| 10Y | +787.8% | -4.7% | +792.5% | +643.1% |
| All | +313.6% | +722.2% | -408.6% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling