+25.3%
CLBK vs AMBA
-70.4%
+95.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | +0.4% |
| 7D | +0.6% | -7.2% | +7.9% | +1.4% |
| 30D | +2.9% | -10.4% | +13.2% | +3.8% |
| 3M | +3.0% | -30.1% | +33.1% | +6.5% |
| 6M | +27.3% | -22.4% | +49.7% | +27.9% |
| YTD | +58.0% | -17.3% | +75.3% | +56.5% |
| 1Y | +62.4% | -35.4% | +97.8% | +65.1% |
| 3Y | +46.9% | +18.6% | +28.3% | +34.6% |
| All | +25.3% | -70.4% | +95.7% | +21.5% |
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