+508.6%
CP vs AMBA
+807.9%
-299.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.7% |
| 7D | +5.6% | -8.1% | +13.6% | +6.7% |
| 30D | +10.0% | -10.8% | +20.8% | +11.5% |
| 3M | +4.4% | -25.9% | +30.3% | +8.0% |
| 6M | +14.1% | -13.9% | +27.9% | +13.0% |
| YTD | +29.1% | -14.0% | +43.1% | +27.1% |
| 1Y | +34.6% | -25.7% | +60.2% | +34.4% |
| 3Y | +29.8% | +21.5% | +8.3% | +15.7% |
| 5Y | +28.7% | -68.9% | +97.6% | +31.1% |
| 10Y | +267.3% | +5.2% | +262.1% | +187.5% |
| All | +508.6% | +807.9% | -299.3% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling