+25.8%
CP vs AMBA
-69.1%
+94.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +2.8% | -2.6% | +5.5% | +3.0% |
| 30D | +11.0% | -10.5% | +21.5% | +12.1% |
| 3M | +3.8% | -26.4% | +30.3% | +6.8% |
| 6M | +9.5% | -20.9% | +30.4% | +9.6% |
| YTD | +28.2% | -14.8% | +43.0% | +26.4% |
| 1Y | +33.0% | -36.1% | +69.0% | +35.3% |
| 3Y | +35.5% | +20.2% | +15.3% | +21.7% |
| 5Y | +25.8% | -67.2% | +93.0% | +18.9% |
| All | +25.8% | -69.1% | +94.9% | +18.9% |
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 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