+67.4%
CLBK vs AMBA
+22.4%
+44.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.2% | -11.0% | +12.2% | +2.7% |
| 30D | +9.1% | -23.2% | +32.3% | +12.8% |
| 3M | +27.7% | -12.7% | +40.4% | +27.8% |
| 6M | +40.8% | +11.2% | +29.6% | +34.9% |
| YTD | +66.4% | -11.2% | +77.6% | +63.7% |
| 1Y | +72.4% | -22.5% | +94.9% | +71.5% |
| 3Y | +50.7% | -1.3% | +52.0% | +39.3% |
| 5Y | +42.9% | -54.2% | +97.1% | +36.7% |
| All | +67.4% | +22.4% | +44.9% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling