-39.3%
CPB vs AMBA
-54.5%
+15.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.4% |
| 7D | -8.6% | -11.0% | +2.4% | -8.9% |
| 30D | -7.2% | -23.2% | +15.9% | -7.9% |
| 3M | +0.9% | -12.7% | +13.6% | +0.9% |
| 6M | -11.8% | +11.2% | -23.0% | -11.4% |
| YTD | -19.4% | -11.2% | -8.2% | -19.2% |
| 1Y | -30.4% | -22.5% | -7.8% | -30.3% |
| 3Y | -40.2% | -1.3% | -38.8% | -39.9% |
| All | -39.3% | -54.5% | +15.2% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling