+63.1%
CLBK vs AMBA
+21.6%
+41.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.3% |
| 7D | +2.2% | +2.6% | -0.4% | +1.7% |
| 30D | +5.0% | -3.6% | +8.6% | +5.3% |
| 3M | +3.3% | -24.6% | +27.9% | +6.6% |
| 6M | +29.6% | -21.6% | +51.2% | +30.3% |
| YTD | +62.1% | -11.8% | +73.9% | +59.0% |
| 1Y | +64.3% | -33.2% | +97.5% | +67.0% |
| 3Y | +55.6% | +24.5% | +31.1% | +38.9% |
| 5Y | +29.3% | -67.7% | +96.9% | +31.8% |
| All | +63.1% | +21.6% | +41.4% | +12.9% |
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