+41.0%
ABNB vs CFG
+39.4%
+1.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.6% |
| 7D | -4.4% | +2.7% | -7.1% | -5.3% |
| 30D | -2.0% | -3.7% | +1.7% | -0.7% |
| 3M | +29.8% | +9.5% | +20.4% | +24.6% |
| 6M | +31.0% | +22.2% | +8.8% | +19.2% |
| YTD | +28.6% | +22.3% | +6.3% | +16.8% |
| All | +41.0% | +39.4% | +1.6% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling