-46.0%
CPNG vs AMBA
-70.4%
+24.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -2.3% |
| 7D | +13.4% | -7.2% | +20.6% | +15.3% |
| 30D | +10.0% | -10.4% | +20.4% | +12.6% |
| 3M | -0.4% | -30.1% | +29.8% | +8.0% |
| 6M | -8.9% | -22.4% | +13.5% | -8.3% |
| YTD | -30.9% | -17.3% | -13.6% | -32.9% |
| 1Y | -43.8% | -35.4% | -8.4% | -41.9% |
| 3Y | -2.5% | +18.6% | -21.1% | -27.0% |
| All | -46.0% | -70.4% | +24.4% | -48.9% |
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 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