+20.8%
ABNB vs CEG
+666.0%
-645.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | -1.7% | +12.1% | -13.8% | -3.8% |
| 30D | +11.8% | +0.2% | +11.6% | +11.4% |
| 3M | +0.9% | +0.7% | +0.2% | -0.1% |
| 6M | +40.5% | +2.2% | +38.2% | +37.9% |
| YTD | +37.6% | -20.3% | +58.0% | +40.8% |
| 1Y | +54.1% | -16.1% | +70.2% | +55.2% |
| 3Y | +56.8% | +134.7% | -77.9% | +10.0% |
| All | +20.8% | +666.0% | -645.2% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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