+489.2%
CP vs AMBA
+837.3%
-348.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.7% | -11.0% | +8.3% | -1.2% |
| 30D | +0.2% | -23.2% | +23.3% | +3.6% |
| 3M | +2.6% | -12.7% | +15.3% | +2.5% |
| 6M | +6.0% | +11.2% | -5.2% | +1.5% |
| YTD | +24.9% | -11.2% | +36.2% | +23.0% |
| 1Y | +20.1% | -22.5% | +42.6% | +19.3% |
| 3Y | +16.4% | -1.3% | +17.7% | +7.3% |
| 5Y | +31.7% | -54.2% | +85.9% | +26.7% |
| 10Y | +223.9% | -6.1% | +230.0% | +157.3% |
| All | +489.2% | +837.3% | -348.0% | +286.1% |
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