+31.7%
ABNB vs CART
+40.2%
-8.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +3.0% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +11.8% | +19.2% | -7.4% | +7.2% |
| 3M | +0.9% | +17.6% | -16.7% | -3.1% |
| 6M | +40.5% | +47.4% | -6.9% | +28.9% |
| YTD | +37.6% | +30.9% | +6.7% | +28.1% |
| 1Y | +54.1% | +46.0% | +8.2% | +40.5% |
| 3Y | +56.8% | +130.3% | -73.6% | +25.3% |
| All | +31.7% | +40.2% | -8.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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