+651.4%
CNC vs AMBA
+837.3%
-185.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | +3.5% | -11.0% | +14.5% | +4.6% |
| 30D | +0.1% | -23.2% | +23.2% | +2.5% |
| 3M | +6.9% | -12.7% | +19.6% | +7.2% |
| 6M | +49.0% | +11.2% | +37.8% | +44.7% |
| YTD | +62.9% | -11.2% | +74.1% | +61.1% |
| 1Y | +134.0% | -22.5% | +156.5% | +133.0% |
| 3Y | +9.4% | -1.3% | +10.7% | +2.3% |
| 5Y | +4.1% | -54.2% | +58.3% | +0.7% |
| 10Y | +95.4% | -6.1% | +101.5% | +55.8% |
| All | +651.4% | +837.3% | -185.9% | +418.1% |
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