+27.9%
CVE vs AMBA
+837.3%
-809.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +2.5% | -11.0% | +13.5% | +4.6% |
| 30D | +16.7% | -23.2% | +39.9% | +22.2% |
| 3M | +9.3% | -12.7% | +22.0% | +9.3% |
| 6M | +43.6% | +11.2% | +32.4% | +34.9% |
| YTD | +93.6% | -11.2% | +104.8% | +88.7% |
| 1Y | +98.8% | -22.5% | +121.3% | +96.1% |
| 3Y | +73.6% | -1.3% | +74.9% | +54.8% |
| 5Y | +312.5% | -54.2% | +366.6% | +292.9% |
| 10Y | +161.0% | -6.1% | +167.2% | +98.7% |
| All | +27.9% | +837.3% | -809.3% | -28.4% |
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 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