+29.0%
CLBK vs AMBA
-68.7%
+97.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.9% |
| 7D | +2.5% | +10.7% | -8.2% | +1.3% |
| 30D | +3.7% | -5.0% | +8.7% | +4.1% |
| 3M | -3.3% | -26.9% | +23.6% | -0.4% |
| 6M | +29.6% | -21.9% | +51.6% | +30.3% |
| YTD | +60.3% | -13.8% | +74.1% | +58.0% |
| 1Y | +63.4% | -36.1% | +99.5% | +66.6% |
| 3Y | +53.8% | +21.6% | +32.2% | +40.4% |
| 5Y | +29.0% | -68.8% | +97.7% | +24.9% |
| All | +29.0% | -68.7% | +97.7% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling