+28.8%
ABNB vs CAI
-9.9%
+38.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | -6.5% | -2.9% | -3.5% | -6.0% |
| 30D | -5.5% | +9.3% | -14.8% | -7.0% |
| 3M | +30.0% | +35.2% | -5.2% | +24.2% |
| 6M | +27.6% | +30.7% | -3.1% | +21.2% |
| YTD | +25.4% | -9.8% | +35.2% | +22.8% |
| 1Y | +38.3% | -28.9% | +67.2% | +38.4% |
| All | +28.8% | -9.9% | +38.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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