-42.1%
CPB vs AMBA
+0.6%
-42.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.1% |
| 7D | -5.8% | +10.7% | -16.5% | -5.7% |
| 30D | +16.5% | -5.0% | +21.5% | +16.4% |
| 3M | -1.1% | -26.9% | +25.8% | -1.3% |
| 6M | +11.5% | -21.9% | +33.4% | +11.4% |
| YTD | -15.7% | -13.8% | -1.9% | -15.8% |
| 1Y | -24.7% | -36.1% | +11.4% | -24.6% |
| 3Y | -37.3% | +21.6% | -58.9% | -37.7% |
| 5Y | -35.0% | -68.8% | +33.7% | -34.8% |
| All | -42.1% | +0.6% | -42.7% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling