+29.1%
ABNB vs CAG
-44.8%
+73.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +3.0% |
| 7D | -1.7% | -3.3% | +1.7% | -1.5% |
| 30D | +11.8% | +7.7% | +4.1% | +11.3% |
| 3M | +0.9% | -3.2% | +4.1% | +1.0% |
| 6M | +40.5% | +7.0% | +33.5% | +40.0% |
| YTD | +37.6% | -9.0% | +46.6% | +37.1% |
| 1Y | +54.1% | -9.6% | +63.7% | +53.6% |
| 3Y | +56.8% | -36.0% | +92.7% | +56.8% |
| 5Y | -9.6% | -40.9% | +31.3% | -6.8% |
| All | +29.1% | -44.8% | +73.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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