+811.9%
CPAY vs AMBA
+837.3%
-25.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +2.1% | -11.0% | +13.0% | +4.0% |
| 30D | +5.5% | -23.2% | +28.7% | +10.1% |
| 3M | +16.6% | -12.7% | +29.3% | +16.3% |
| 6M | +26.7% | +11.2% | +15.5% | +19.3% |
| YTD | +38.4% | -11.2% | +49.6% | +35.0% |
| 1Y | +30.1% | -22.5% | +52.7% | +28.7% |
| 3Y | +52.6% | -1.3% | +53.9% | +38.6% |
| 5Y | +59.0% | -54.2% | +113.1% | +53.1% |
| 10Y | +148.4% | -6.1% | +154.5% | +95.6% |
| All | +811.9% | +837.3% | -25.4% | +439.6% |
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