-5.5%
ABNB vs CCI
-36.8%
+31.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +2.7% | -3.4% | +6.1% | +3.4% |
| 30D | +10.8% | +9.9% | +0.8% | +8.4% |
| 3M | -2.1% | +22.7% | -24.8% | -6.5% |
| 6M | +32.2% | +0.8% | +31.3% | +30.9% |
| YTD | +33.5% | +4.1% | +29.3% | +30.7% |
| 1Y | +47.8% | -0.6% | +48.4% | +46.3% |
| 3Y | +53.3% | +9.4% | +43.9% | +40.0% |
| 5Y | -5.5% | -36.8% | +31.4% | +4.5% |
| All | -5.5% | -36.8% | +31.3% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling