-34.7%
CPB vs AMBA
+10.0%
-44.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.4% | +10.2% | +0.3% |
| 7D | +11.6% | -14.6% | +26.1% | +10.8% |
| 30D | +23.3% | -18.8% | +42.1% | +22.3% |
| 3M | +1.6% | -32.6% | +34.2% | +0.2% |
| 6M | +13.9% | -25.8% | +39.8% | +13.3% |
| YTD | -11.7% | -22.1% | +10.4% | -11.9% |
| 1Y | -18.2% | -36.2% | +18.0% | -18.6% |
| All | -34.7% | +10.0% | -44.7% | -34.9% |
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