-4.0%
CPB vs AMBA
+837.3%
-841.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.4% |
| 7D | -8.6% | -11.0% | +2.4% | -8.5% |
| 30D | -7.2% | -23.2% | +15.9% | -7.1% |
| 3M | +0.9% | -12.7% | +13.6% | +0.9% |
| 6M | -11.8% | +11.2% | -23.0% | -12.2% |
| YTD | -19.4% | -11.2% | -8.2% | -19.5% |
| 1Y | -30.4% | -22.5% | -7.8% | -30.4% |
| 3Y | -40.2% | -1.3% | -38.8% | -40.7% |
| 5Y | -39.5% | -54.2% | +14.7% | -39.9% |
| 10Y | -47.4% | -6.1% | -41.3% | -50.3% |
| All | -4.0% | +837.3% | -841.3% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling