+72.6%
CRL vs AMBA
+10.0%
+62.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.4% | +5.4% | -2.1% |
| 7D | -16.8% | -14.6% | -2.2% | -13.9% |
| 30D | +2.6% | -18.8% | +21.4% | +7.1% |
| 3M | +20.1% | -32.6% | +52.7% | +29.6% |
| 6M | +68.8% | -25.8% | +94.7% | +70.9% |
| YTD | +56.9% | -22.1% | +79.0% | +54.2% |
| 1Y | +86.7% | -36.2% | +122.9% | +91.8% |
| All | +72.6% | +10.0% | +62.6% | +35.6% |
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