+257.0%
CP vs AMBA
-6.6%
+263.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.4% | +8.8% | +0.6% |
| 7D | +6.1% | -14.6% | +20.7% | +8.3% |
| 30D | +9.8% | -18.8% | +28.5% | +12.6% |
| 3M | +2.7% | -32.6% | +35.3% | +7.9% |
| 6M | +12.8% | -25.8% | +38.6% | +13.9% |
| YTD | +28.2% | -22.1% | +50.3% | +27.5% |
| 1Y | +34.1% | -36.2% | +70.4% | +36.8% |
| 3Y | +28.9% | +10.0% | +18.9% | +14.5% |
| 5Y | +27.1% | -71.6% | +98.6% | +31.5% |
| All | +257.0% | -6.6% | +263.6% | +157.9% |
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