+41.2%
CRL vs AMBA
-1.0%
+42.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -1.0% | -11.0% | +9.9% | +1.4% |
| 30D | +10.7% | -23.2% | +33.8% | +16.9% |
| 3M | +55.3% | -12.7% | +68.0% | +55.2% |
| 6M | +60.7% | +11.2% | +49.4% | +46.1% |
| YTD | +44.6% | -11.2% | +55.8% | +38.5% |
| 1Y | +77.7% | -22.5% | +100.3% | +73.3% |
| All | +41.2% | -1.0% | +42.2% | +15.4% |
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