+34.1%
ABNB vs CART
+39.2%
-5.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +11.2% | +1.5% | +9.7% | +10.9% |
| 30D | +14.7% | +22.4% | -7.7% | +9.3% |
| 3M | +6.9% | +16.5% | -9.7% | +2.9% |
| 6M | +34.5% | +44.9% | -10.4% | +23.8% |
| YTD | +40.2% | +30.0% | +10.2% | +30.7% |
| 1Y | +57.4% | +59.1% | -1.7% | +41.3% |
| 3Y | +64.7% | +138.8% | -74.1% | +31.1% |
| All | +34.1% | +39.2% | -5.0% | +11.6% |
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