+17.6%
ABNB vs CAG
-45.9%
+63.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | -6.5% | -5.7% | -0.8% | -6.2% |
| 30D | -5.5% | -2.4% | -3.1% | -5.4% |
| 3M | +30.0% | +9.8% | +20.3% | +29.8% |
| 6M | +27.6% | -10.8% | +38.4% | +27.8% |
| YTD | +25.4% | -10.8% | +36.2% | +25.2% |
| 1Y | +38.3% | -19.0% | +57.3% | +38.4% |
| 3Y | +15.5% | -39.7% | +55.2% | +15.6% |
| 5Y | +3.0% | -43.0% | +46.0% | +6.0% |
| All | +17.6% | -45.9% | +63.5% | +19.2% |
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