+34.1%
CP vs AMBA
-33.1%
+67.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.4% | +8.8% | -0.5% |
| 7D | +6.1% | -14.6% | +20.7% | +6.5% |
| 30D | +9.8% | -18.8% | +28.5% | +10.3% |
| 3M | +2.7% | -32.6% | +35.3% | +3.8% |
| 6M | +12.8% | -25.8% | +38.6% | +12.6% |
| YTD | +28.2% | -22.1% | +50.3% | +26.7% |
| 1Y | +34.1% | -36.2% | +70.4% | +32.9% |
| All | +34.1% | -33.1% | +67.2% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling