+55.0%
CLBK vs AMBA
-1.0%
+56.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.2% | -11.0% | +12.2% | +2.6% |
| 30D | +9.1% | -23.2% | +32.3% | +12.6% |
| 3M | +27.7% | -12.7% | +40.4% | +27.7% |
| 6M | +40.8% | +11.2% | +29.6% | +33.9% |
| YTD | +66.4% | -11.2% | +77.6% | +63.0% |
| 1Y | +72.4% | -22.5% | +94.9% | +70.9% |
| All | +55.0% | -1.0% | +56.0% | +41.0% |
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