+106.5%
CLX vs AMBA
+807.9%
-701.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.5% | +5.7% |
| 7D | +14.2% | -8.1% | +22.3% | +14.3% |
| 30D | +22.7% | -10.8% | +33.4% | +22.8% |
| 3M | -2.8% | -25.9% | +23.1% | -2.5% |
| 6M | +17.7% | -13.9% | +31.5% | +17.6% |
| YTD | +3.3% | -14.0% | +17.3% | +3.2% |
| 1Y | -5.6% | -25.7% | +20.0% | -5.6% |
| 3Y | -11.0% | +21.5% | -32.5% | -12.4% |
| 5Y | -27.6% | -68.9% | +41.4% | -28.1% |
| 10Y | +19.2% | +5.2% | +14.0% | +13.4% |
| All | +106.5% | +807.9% | -701.4% | +77.6% |
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