+250.9%
CP vs AMBA
-0.9%
+251.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -2.5% |
| 7D | +2.8% | -7.2% | +10.0% | +3.7% |
| 30D | +10.2% | -10.4% | +20.6% | +11.5% |
| 3M | +2.4% | -30.1% | +32.5% | +6.9% |
| 6M | +7.7% | -22.4% | +30.1% | +8.1% |
| YTD | +26.0% | -17.3% | +43.3% | +24.3% |
| 1Y | +34.6% | -35.4% | +70.0% | +37.2% |
| 3Y | +26.7% | +18.6% | +8.1% | +11.3% |
| 5Y | +24.9% | -69.8% | +94.7% | +28.2% |
| All | +250.9% | -0.9% | +251.8% | +151.4% |
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