-20.6%
CPB vs AMBA
-33.2%
+12.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.4% | -0.7% |
| 7D | +3.3% | 0.0% | +3.3% | +3.4% |
| 30D | +19.0% | -8.6% | +27.6% | +18.4% |
| 3M | +0.4% | -29.0% | +29.4% | -1.8% |
| 6M | +13.0% | -19.2% | +32.2% | +12.8% |
| YTD | -12.7% | -13.0% | +0.3% | -11.6% |
| All | -20.6% | -33.2% | +12.6% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling