+903.0%
CPAY vs AMBA
+818.6%
+84.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | -0.2% |
| 7D | +11.9% | 0.0% | +11.9% | +11.6% |
| 30D | +15.1% | -8.6% | +23.7% | +16.4% |
| 3M | +16.5% | -29.0% | +45.5% | +22.3% |
| 6M | +33.1% | -19.2% | +52.3% | +32.3% |
| YTD | +52.2% | -13.0% | +65.2% | +48.0% |
| 1Y | +65.6% | -31.3% | +96.9% | +67.0% |
| 3Y | +100.2% | +28.1% | +72.1% | +72.8% |
| 5Y | +87.6% | -69.4% | +157.1% | +92.0% |
| 10Y | +205.3% | +7.6% | +197.6% | +135.1% |
| All | +903.0% | +818.6% | +84.4% | +491.3% |
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