+563.4%
CF vs AMBA
-6.6%
+570.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.4% | +15.6% | +7.3% |
| 7D | +0.4% | -14.6% | +15.0% | +2.1% |
| 30D | +2.2% | -18.8% | +21.0% | +4.4% |
| 3M | +2.1% | -32.6% | +34.7% | +6.3% |
| 6M | -6.5% | -25.8% | +19.3% | -5.8% |
| YTD | +55.6% | -22.1% | +77.7% | +54.4% |
| 1Y | +42.3% | -36.2% | +78.5% | +44.4% |
| 3Y | +55.7% | +10.0% | +45.8% | +37.0% |
| 5Y | +122.4% | -71.6% | +194.0% | +131.0% |
| All | +563.4% | -6.6% | +570.0% | +337.9% |
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