-29.4%
CCL vs AMBA
+7.9%
-37.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.4% |
| 7D | -1.5% | +2.6% | -4.1% | -2.5% |
| 30D | +16.5% | -3.6% | +20.0% | +17.4% |
| 3M | +11.2% | -24.6% | +35.8% | +20.8% |
| 6M | +22.6% | -21.6% | +44.2% | +23.4% |
| YTD | +2.6% | -11.8% | +14.4% | -2.7% |
| 1Y | +17.0% | -33.2% | +50.1% | +21.4% |
| 3Y | +145.5% | +24.5% | +121.1% | +83.3% |
| 5Y | +36.1% | -67.7% | +103.8% | +48.5% |
| 10Y | -29.4% | +4.7% | -34.2% | -56.3% |
| All | -29.4% | +7.9% | -37.3% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling