+175.9%
CFG vs AMBA
+10.0%
+165.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.4% | +6.3% | -1.5% |
| 7D | -2.2% | -14.6% | +12.4% | +0.4% |
| 30D | +0.4% | -18.8% | +19.2% | +3.7% |
| 3M | -12.6% | -32.6% | +20.0% | -7.0% |
| 6M | +0.6% | -25.8% | +26.4% | +1.5% |
| YTD | +12.4% | -22.1% | +34.6% | +10.9% |
| 1Y | +27.7% | -36.2% | +63.9% | +30.9% |
| All | +175.9% | +10.0% | +165.9% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling