+715.4%
CRL vs AMBA
+722.2%
-6.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.4% | +5.4% | -2.2% |
| 7D | -16.8% | -14.6% | -2.2% | -14.1% |
| 30D | +2.6% | -18.8% | +21.4% | +6.9% |
| 3M | +20.1% | -32.6% | +52.7% | +29.1% |
| 6M | +68.8% | -25.8% | +94.7% | +72.0% |
| YTD | +56.9% | -22.1% | +79.0% | +56.7% |
| 1Y | +86.7% | -36.2% | +122.9% | +92.9% |
| 3Y | +72.1% | +10.0% | +62.1% | +52.3% |
| 5Y | -16.6% | -71.6% | +55.0% | -11.6% |
| 10Y | +359.0% | -4.7% | +363.8% | +262.2% |
| All | +715.4% | +722.2% | -6.8% | +432.7% |
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