+681.6%
CNC vs AMBA
+772.6%
-91.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.1% | -12.1% | -6.5% |
| 7D | +1.9% | -7.2% | +9.1% | +2.5% |
| 30D | +7.3% | -10.4% | +17.7% | +8.2% |
| 3M | +8.6% | -30.1% | +38.8% | +11.8% |
| 6M | +26.0% | -22.4% | +48.5% | +26.5% |
| YTD | +69.5% | -17.3% | +86.8% | +68.0% |
| 1Y | +88.0% | -35.4% | +123.4% | +90.3% |
| 3Y | -2.9% | +18.6% | -21.5% | -11.6% |
| 5Y | -6.0% | -69.8% | +63.8% | -4.2% |
| 10Y | +126.4% | +1.1% | +125.3% | +78.2% |
| All | +681.6% | +772.6% | -91.0% | +440.4% |
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