+15.9%
ABNB vs CCI
-39.3%
+55.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.8% |
| 7D | -9.5% | -4.4% | -5.1% | -8.7% |
| 30D | -9.4% | +0.3% | -9.7% | -9.4% |
| 3M | +29.9% | -20.0% | +49.8% | +35.2% |
| 6M | +26.6% | -14.5% | +41.1% | +29.8% |
| YTD | +23.5% | -14.9% | +38.4% | +26.4% |
| 1Y | +35.8% | -17.7% | +53.5% | +39.8% |
| 3Y | +15.0% | -12.4% | +27.3% | +11.9% |
| 5Y | +1.5% | -50.1% | +51.6% | +20.2% |
| All | +15.9% | -39.3% | +55.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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