+31.5%
ABNB vs CFG
+135.1%
-103.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -1.2% |
| 7D | +11.2% | +0.3% | +10.9% | +11.1% |
| 30D | +14.7% | +3.2% | +11.5% | +13.1% |
| 3M | +6.9% | -9.7% | +16.6% | +11.7% |
| 6M | +34.5% | +3.6% | +30.9% | +31.7% |
| YTD | +40.2% | +14.7% | +25.5% | +30.6% |
| 1Y | +57.4% | +29.6% | +27.9% | +38.6% |
| 3Y | +64.7% | +190.6% | -125.8% | -1.2% |
| 5Y | -2.3% | +67.1% | -69.3% | -27.8% |
| All | +31.5% | +135.1% | -103.6% | +5.2% |
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