+509.7%
CCJ vs AMBA
+837.3%
-327.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.7% | -11.0% | +11.7% | +3.0% |
| 30D | +6.9% | -23.2% | +30.0% | +12.3% |
| 3M | -11.6% | -12.7% | +1.1% | -11.1% |
| 6M | -16.2% | +11.2% | -27.4% | -20.5% |
| YTD | +10.1% | -11.2% | +21.3% | +8.6% |
| 1Y | +32.3% | -22.5% | +54.8% | +32.6% |
| 3Y | +171.3% | -1.3% | +172.6% | +149.0% |
| 5Y | +372.4% | -54.2% | +426.6% | +367.2% |
| 10Y | +1,070.0% | -6.1% | +1,076.2% | +870.5% |
| All | +509.7% | +837.3% | -327.5% | +275.5% |
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 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