-12.9%
CLX vs AMBA
+10.0%
-22.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.4% | +10.0% | +0.3% |
| 7D | +12.4% | -14.6% | +27.0% | +12.0% |
| 30D | +21.1% | -18.8% | +39.9% | +20.6% |
| 3M | -3.3% | -32.6% | +29.3% | -4.1% |
| 6M | +18.8% | -25.8% | +44.6% | +18.8% |
| YTD | +3.9% | -22.1% | +26.0% | +3.8% |
| 1Y | -3.8% | -36.2% | +32.4% | -4.1% |
| All | -12.9% | +10.0% | -22.9% | -14.8% |
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