-42.7%
CDE vs AMBA
+818.6%
-861.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.3% | +1.1% | +5.1% |
| 7D | +23.5% | 0.0% | +23.5% | +23.4% |
| 30D | -4.0% | -8.6% | +4.6% | -2.0% |
| 3M | -5.4% | -29.0% | +23.6% | +2.2% |
| 6M | -11.3% | -19.2% | +7.9% | -10.0% |
| YTD | -7.6% | -13.0% | +5.4% | -8.6% |
| 1Y | +12.1% | -31.3% | +43.4% | +16.2% |
| 3Y | +652.0% | +28.1% | +623.8% | +551.1% |
| 5Y | +137.3% | -69.4% | +206.7% | +154.5% |
| 10Y | +50.3% | +7.6% | +42.6% | +11.4% |
| All | -42.7% | +818.6% | -861.4% | -63.8% |
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