-35.6%
CPB vs AMBA
+16.7%
-52.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.1% | -7.4% | -1.0% |
| 7D | +8.0% | -7.2% | +15.2% | +7.7% |
| 30D | +22.4% | -10.4% | +32.8% | +21.9% |
| 3M | +2.5% | -30.1% | +32.6% | +1.2% |
| 6M | +12.2% | -22.4% | +34.6% | +11.9% |
| YTD | -12.8% | -17.3% | +4.5% | -12.7% |
| 1Y | -19.2% | -35.4% | +16.2% | -19.3% |
| 3Y | -35.6% | +18.6% | -54.2% | -35.5% |
| All | -35.6% | +16.7% | -52.3% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling