-40.5%
CPB vs AMBA
+12.8%
-53.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.4% | -1.1% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +19.0% | -8.6% | +27.6% | +18.9% |
| 3M | +0.4% | -29.0% | +29.4% | +0.2% |
| 6M | +13.0% | -19.2% | +32.2% | +12.9% |
| YTD | -12.7% | -13.0% | +0.3% | -12.7% |
| 1Y | -20.9% | -31.3% | +10.4% | -20.8% |
| 3Y | -35.4% | +28.1% | -63.5% | -35.8% |
| 5Y | -32.3% | -69.4% | +37.2% | -32.0% |
| 10Y | -40.5% | +7.6% | -48.2% | -44.2% |
| All | -40.5% | +12.8% | -53.4% | -44.2% |
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