-30.8%
CCL vs AMBA
-0.9%
-30.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.7% | -1.6% |
| 7D | +3.1% | -7.2% | +10.4% | +5.6% |
| 30D | +13.7% | -10.4% | +24.1% | +17.3% |
| 3M | +3.8% | -30.1% | +33.9% | +15.7% |
| 6M | +9.3% | -22.4% | +31.7% | +10.1% |
| YTD | -1.1% | -17.3% | +16.3% | -4.0% |
| 1Y | +14.6% | -35.4% | +49.9% | +20.1% |
| 3Y | +146.4% | +18.6% | +127.8% | +87.1% |
| 5Y | +21.9% | -69.8% | +91.7% | +35.8% |
| All | -30.8% | -0.9% | -30.0% | -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