+73.9%
CNP vs AMBA
-70.4%
+144.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +1.6% |
| 7D | -4.2% | -7.2% | +3.0% | -4.0% |
| 30D | +5.5% | -10.4% | +15.9% | +5.8% |
| 3M | +0.6% | -30.1% | +30.7% | +1.5% |
| 6M | -2.8% | -22.4% | +19.6% | -2.8% |
| YTD | +7.9% | -17.3% | +25.2% | +7.3% |
| 1Y | +6.7% | -35.4% | +42.0% | +7.3% |
| 3Y | +61.1% | +18.6% | +42.5% | +52.3% |
| All | +73.9% | -70.4% | +144.4% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling