+58.2%
ABNB vs CART
+137.8%
-79.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +11.9% | +0.3% | +11.7% | +11.9% |
| 30D | +12.7% | +22.4% | -9.7% | +7.1% |
| 3M | +1.2% | +15.6% | -14.5% | -2.6% |
| 6M | +32.1% | +44.9% | -12.8% | +21.2% |
| YTD | +37.7% | +30.0% | +7.7% | +27.9% |
| 1Y | +55.5% | +56.6% | -1.1% | +39.3% |
| 3Y | +58.2% | +131.9% | -73.7% | +24.1% |
| All | +58.2% | +137.8% | -79.6% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling