-33.3%
CPB vs AMBA
-69.7%
+36.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.1% |
| 7D | -1.6% | +2.7% | -4.2% | -1.5% |
| 30D | +19.2% | -2.2% | +21.4% | +19.2% |
| 3M | -0.9% | -26.6% | +25.7% | -1.7% |
| 6M | +15.2% | -26.8% | +42.0% | +15.0% |
| YTD | -13.1% | -15.1% | +2.1% | -12.9% |
| 1Y | -22.4% | -32.3% | +9.8% | -22.5% |
| 3Y | -35.3% | +19.8% | -55.1% | -34.8% |
| All | -33.3% | -69.7% | +36.4% | -35.2% |
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 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