-46.1%
CDE vs AMBA
+772.6%
-818.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +4.3% |
| 7D | +18.1% | -7.2% | +25.3% | +20.0% |
| 30D | -6.2% | -10.4% | +4.1% | -3.9% |
| 3M | -1.2% | -30.1% | +29.0% | +7.2% |
| 6M | -17.4% | -22.4% | +5.0% | -15.4% |
| YTD | -13.1% | -17.3% | +4.2% | -13.0% |
| 1Y | +7.3% | -35.4% | +42.6% | +12.8% |
| 3Y | +522.0% | +18.6% | +503.4% | +448.2% |
| 5Y | +123.2% | -69.8% | +193.0% | +140.2% |
| 10Y | +37.9% | +1.1% | +36.8% | +3.7% |
| All | -46.1% | +772.6% | -818.7% | -65.6% |
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