+272.2%
CF vs AMBA
+807.9%
-535.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -4.2% |
| 7D | -6.9% | -8.1% | +1.2% | -6.0% |
| 30D | -3.7% | -10.8% | +7.0% | -2.6% |
| 3M | -5.0% | -25.9% | +21.0% | -2.1% |
| 6M | -10.5% | -13.9% | +3.4% | -11.2% |
| YTD | +46.5% | -14.0% | +60.5% | +44.1% |
| 1Y | +34.8% | -25.7% | +60.5% | +34.3% |
| 3Y | +46.7% | +21.5% | +25.2% | +29.7% |
| 5Y | +112.0% | -68.9% | +181.0% | +115.5% |
| 10Y | +529.7% | +5.2% | +524.5% | +375.7% |
| All | +272.2% | +807.9% | -535.7% | +102.2% |
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