+56.7%
CNP vs AMBA
-1.0%
+57.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +1.1% | -11.0% | +12.1% | +1.1% |
| 30D | -1.8% | -23.2% | +21.3% | -1.9% |
| 3M | -4.6% | -12.7% | +8.1% | -4.7% |
| 6M | -8.8% | +11.2% | -20.1% | -9.5% |
| YTD | +5.2% | -11.2% | +16.5% | +5.0% |
| 1Y | +8.3% | -22.5% | +30.8% | +8.1% |
| All | +56.7% | -1.0% | +57.7% | +48.6% |
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