+17.6%
ABNB vs CF
+247.7%
-230.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.7% | -4.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +6.1% | +2.2% | +3.9% | +5.6% |
| 3M | +11.6% | +2.1% | +9.5% | +10.6% |
| 6M | +21.8% | -6.5% | +28.3% | +22.0% |
| YTD | +25.4% | +55.6% | -30.2% | +9.8% |
| 1Y | +38.9% | +42.3% | -3.4% | +24.2% |
| 3Y | +38.7% | +55.7% | -17.0% | +19.2% |
| 5Y | -15.6% | +122.4% | -138.0% | -33.6% |
| All | +17.6% | +247.7% | -230.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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