+8.3%
CNP vs AMBA
-20.7%
+29.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +1.1% | -11.0% | +12.1% | +0.5% |
| 30D | -1.8% | -23.2% | +21.3% | -3.2% |
| 3M | -4.6% | -12.7% | +8.1% | -4.7% |
| 6M | -8.8% | +11.2% | -20.1% | -7.7% |
| YTD | +5.2% | -11.2% | +16.5% | +6.2% |
| 1Y | +8.3% | -22.5% | +30.8% | +8.7% |
| All | +8.3% | -20.7% | +29.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling