+44.0%
ABNB vs CART
+111.7%
-67.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.0% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +6.1% | +27.1% | -21.0% | -0.2% |
| 3M | +11.6% | +27.4% | -15.9% | +5.2% |
| 6M | +21.8% | +32.1% | -10.4% | +13.5% |
| YTD | +25.4% | +28.5% | -3.1% | +16.7% |
| 1Y | +38.9% | +58.8% | -19.9% | +23.9% |
| All | +44.0% | +111.7% | -67.7% | +15.7% |
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