+25.7%
ABNB vs CCI
-37.6%
+63.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | -4.0% | -0.4% | -3.5% | -3.9% |
| 30D | +19.3% | +2.7% | +16.6% | +18.7% |
| 3M | +36.1% | -18.2% | +54.3% | +41.0% |
| 6M | +34.2% | -14.8% | +49.0% | +37.7% |
| YTD | +34.1% | -12.6% | +46.7% | +36.4% |
| 1Y | +45.1% | -16.7% | +61.9% | +49.1% |
| 3Y | +37.1% | -10.5% | +47.6% | +33.0% |
| 5Y | +15.2% | -51.4% | +66.6% | +35.6% |
| All | +25.7% | -37.6% | +63.4% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling