+349.8%
CCJ vs AMBA
+831.3%
-481.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.3% |
| 7D | +3.7% | +2.6% | +1.1% | +3.2% |
| 30D | -13.7% | -3.6% | -10.1% | -13.1% |
| 3M | -24.7% | -24.6% | -0.1% | -20.7% |
| 6M | -38.1% | -21.6% | -16.5% | -37.1% |
| YTD | -18.8% | -11.8% | -7.0% | -20.0% |
| 1Y | -19.5% | -33.2% | +13.7% | -16.7% |
| 3Y | +75.9% | +24.5% | +51.4% | +54.7% |
| 5Y | +173.1% | -67.7% | +240.8% | +185.6% |
| 10Y | +813.5% | +4.7% | +808.7% | +648.9% |
| All | +349.8% | +831.3% | -481.5% | +176.7% |
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 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