-40.4%
CPB vs AMBA
+7.9%
-48.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.2% |
| 7D | -4.1% | +2.6% | -6.7% | -4.0% |
| 30D | +16.9% | -3.6% | +20.5% | +16.9% |
| 3M | -0.6% | -24.6% | +24.1% | -0.7% |
| 6M | +11.4% | -21.6% | +33.0% | +11.4% |
| YTD | -14.8% | -11.8% | -3.0% | -14.8% |
| 1Y | -24.8% | -33.2% | +8.4% | -24.7% |
| 3Y | -36.6% | +24.5% | -61.1% | -37.0% |
| 5Y | -33.3% | -67.7% | +34.3% | -33.1% |
| 10Y | -40.4% | +4.7% | -45.1% | -44.1% |
| All | -40.4% | +7.9% | -48.3% | -44.1% |
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 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