+3.5%
CCL vs AMBA
+722.2%
-718.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.4% | +3.9% | -3.0% |
| 7D | +2.6% | -14.6% | +17.2% | +6.9% |
| 30D | +11.3% | -18.8% | +30.1% | +17.2% |
| 3M | +0.3% | -32.6% | +32.8% | +10.3% |
| 6M | +16.1% | -25.8% | +41.9% | +18.8% |
| YTD | -1.6% | -22.1% | +20.6% | -1.6% |
| 1Y | +11.8% | -36.2% | +48.0% | +17.0% |
| 3Y | +139.6% | +10.0% | +129.6% | +103.2% |
| 5Y | +21.3% | -71.6% | +92.8% | +34.4% |
| 10Y | -29.8% | -4.7% | -25.0% | -43.0% |
| All | +3.5% | +722.2% | -718.7% | -31.3% |
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 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