+2.2%
ABNB vs CAG
-41.8%
+44.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -7.4% | -6.6% | -0.8% | -7.0% |
| 30D | -8.2% | +2.3% | -10.5% | -8.3% |
| 3M | +29.1% | +16.3% | +12.8% | +28.2% |
| 6M | +26.6% | -16.0% | +42.6% | +27.2% |
| YTD | +25.0% | -7.7% | +32.7% | +24.7% |
| 1Y | +37.0% | -16.0% | +53.0% | +37.4% |
| 3Y | +16.3% | -37.7% | +54.0% | +17.5% |
| 5Y | +2.2% | -41.2% | +43.4% | +7.3% |
| All | +2.2% | -41.8% | +44.0% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling