+37.5%
ABNB vs CCI
-16.2%
+53.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -7.4% | -0.3% | -7.2% | -7.4% |
| 30D | -8.2% | +2.1% | -10.3% | -8.3% |
| 3M | +29.1% | -17.8% | +47.0% | +30.0% |
| 6M | +26.6% | -14.2% | +40.7% | +27.0% |
| YTD | +25.0% | -13.3% | +38.3% | +25.1% |
| All | +37.5% | -16.2% | +53.6% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling