+18.5%
ABNB vs CAG
-37.0%
+55.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.9% |
| 7D | -4.4% | -5.3% | +0.9% | -3.9% |
| 30D | -2.0% | +1.0% | -3.0% | -2.1% |
| 3M | +29.8% | +17.4% | +12.5% | +28.6% |
| 6M | +31.0% | -16.8% | +47.8% | +31.7% |
| YTD | +28.6% | -6.8% | +35.4% | +27.9% |
| 1Y | +40.1% | -15.4% | +55.4% | +40.3% |
| All | +18.5% | -37.0% | +55.4% | +19.3% |
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