+146.4%
CCL vs AMBA
+16.7%
+129.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.7% | -1.1% |
| 7D | +3.1% | -7.2% | +10.4% | +5.0% |
| 30D | +13.7% | -10.4% | +24.1% | +16.4% |
| 3M | +3.8% | -30.1% | +33.9% | +12.8% |
| 6M | +9.3% | -22.4% | +31.7% | +9.9% |
| YTD | -1.1% | -17.3% | +16.3% | -4.2% |
| 1Y | +14.6% | -35.4% | +49.9% | +18.8% |
| 3Y | +146.4% | +18.6% | +127.8% | +89.0% |
| All | +146.4% | +16.7% | +129.7% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling