+5.6%
CNP vs AMBA
-32.6%
+38.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.4% |
| 7D | -0.1% | +2.6% | -2.7% | 0.0% |
| 30D | +5.0% | -3.6% | +8.6% | +4.8% |
| 3M | +2.7% | -24.6% | +27.3% | +1.1% |
| 6M | -1.9% | -21.6% | +19.7% | -1.9% |
| YTD | +8.8% | -11.8% | +20.5% | +10.2% |
| 1Y | +5.6% | -33.2% | +38.8% | +5.2% |
| All | +5.6% | -32.6% | +38.2% | +5.2% |
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