+17.6%
ABNB vs CARR
+65.1%
-47.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.8% |
| 7D | -6.5% | -3.8% | -2.7% | -4.8% |
| 30D | -5.5% | -8.9% | +3.4% | -1.4% |
| 3M | +30.0% | -17.3% | +47.4% | +40.6% |
| 6M | +27.6% | -1.4% | +29.0% | +24.0% |
| YTD | +25.4% | +10.0% | +15.4% | +14.1% |
| 1Y | +38.3% | -6.4% | +44.7% | +36.6% |
| 3Y | +15.5% | +1.5% | +14.0% | +3.9% |
| 5Y | +3.0% | +9.3% | -6.3% | -22.8% |
| All | +17.6% | +65.1% | -47.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling