+52.0%
ABNB vs CAG
-35.9%
+87.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.8% |
| 7D | +2.7% | -1.8% | +4.5% | +2.8% |
| 30D | +10.8% | +9.7% | +1.1% | +9.7% |
| 3M | -2.1% | +0.5% | -2.6% | -2.3% |
| 6M | +32.2% | +8.9% | +23.2% | +31.2% |
| YTD | +33.5% | -8.4% | +41.8% | +32.6% |
| 1Y | +47.8% | -8.3% | +56.1% | +46.9% |
| All | +52.0% | -35.9% | +87.9% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling