+28.3%
ABNB vs CART
+21.6%
+6.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -4.0% | +1.0% | -5.0% | -4.2% |
| 30D | +19.3% | +12.6% | +6.7% | +16.4% |
| 3M | +36.1% | +23.1% | +12.9% | +30.4% |
| 6M | +34.2% | +39.5% | -5.3% | +24.9% |
| YTD | +34.1% | +13.5% | +20.5% | +29.2% |
| 1Y | +45.1% | +14.9% | +30.3% | +38.9% |
| All | +28.3% | +21.6% | +6.7% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling