-1.2%
CNC vs AMBA
+21.7%
-22.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.4% |
| 7D | +2.2% | +2.7% | -0.5% | +2.2% |
| 30D | +1.6% | -2.2% | +3.8% | +1.6% |
| 3M | +7.9% | -26.6% | +34.6% | +8.3% |
| 6M | +21.2% | -26.8% | +48.0% | +21.3% |
| YTD | +73.2% | -15.1% | +88.3% | +72.7% |
| 1Y | +97.5% | -32.3% | +129.7% | +97.6% |
| 3Y | -1.2% | +19.8% | -21.0% | -4.0% |
| All | -1.2% | +21.7% | -22.9% | -4.0% |
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