+17.2%
ABNB vs CFG
+148.5%
-131.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | -7.4% | -0.6% | -6.8% | -7.2% |
| 30D | -8.2% | -4.5% | -3.6% | -6.3% |
| 3M | +29.1% | +6.3% | +22.8% | +25.3% |
| 6M | +26.6% | +20.6% | +6.0% | +15.6% |
| YTD | +25.0% | +21.2% | +3.7% | +13.6% |
| 1Y | +37.0% | +38.2% | -1.2% | +17.0% |
| 3Y | +16.3% | +185.9% | -169.6% | -29.9% |
| 5Y | +2.2% | +97.0% | -94.8% | -27.0% |
| All | +17.2% | +148.5% | -131.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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