+25.7%
ABNB vs CFG
+153.6%
-127.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -4.0% | +1.5% | -5.5% | -4.6% |
| 30D | +19.3% | -3.8% | +23.1% | +21.3% |
| 3M | +36.1% | +11.5% | +24.6% | +29.1% |
| 6M | +34.2% | +19.2% | +15.0% | +23.3% |
| YTD | +34.1% | +23.7% | +10.4% | +20.7% |
| 1Y | +45.1% | +38.8% | +6.3% | +23.6% |
| 3Y | +37.1% | +178.9% | -141.8% | -16.6% |
| 5Y | +15.2% | +101.8% | -86.6% | -18.5% |
| All | +25.7% | +153.6% | -127.8% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling