+32.1%
ABNB vs CAI
-8.1%
+40.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -4.4% | +0.2% | -4.5% | -4.4% |
| 30D | -2.0% | +9.1% | -11.1% | -3.5% |
| 3M | +29.8% | +53.8% | -23.9% | +21.9% |
| 6M | +31.0% | +33.5% | -2.5% | +24.1% |
| YTD | +28.6% | -8.0% | +36.6% | +25.6% |
| 1Y | +40.1% | -28.7% | +68.8% | +40.0% |
| All | +32.1% | -8.1% | +40.1% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling