+135.8%
CVE vs AMBA
-6.6%
+142.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.4% | +6.7% | -0.7% |
| 7D | -14.1% | -14.6% | +0.5% | -11.1% |
| 30D | -11.6% | -18.8% | +7.2% | -7.8% |
| 3M | 0.0% | -32.6% | +32.6% | +8.1% |
| 6M | -8.4% | -25.8% | +17.4% | -7.0% |
| YTD | +65.9% | -22.1% | +88.0% | +63.9% |
| 1Y | +69.4% | -36.2% | +105.6% | +73.9% |
| 3Y | +55.9% | +10.0% | +45.9% | +28.7% |
| 5Y | +146.2% | -71.6% | +217.7% | +163.5% |
| All | +135.8% | -6.6% | +142.4% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling