+257.6%
CP vs AMBA
+12.8%
+244.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.3% | +1.3% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | +11.3% | -8.6% | +19.9% | +12.4% |
| 3M | +2.9% | -29.0% | +31.8% | +7.2% |
| 6M | +9.8% | -19.2% | +29.0% | +9.6% |
| YTD | +28.5% | -13.0% | +41.5% | +25.9% |
| 1Y | +33.5% | -31.3% | +64.8% | +34.9% |
| 3Y | +31.9% | +28.1% | +3.8% | +14.6% |
| 5Y | +25.5% | -69.4% | +94.9% | +28.9% |
| 10Y | +257.6% | +7.6% | +249.9% | +153.7% |
| All | +257.6% | +12.8% | +244.8% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling