+17.6%
ABNB vs CG
+68.7%
-51.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.4% |
| 7D | -6.5% | -9.9% | +3.4% | -1.2% |
| 30D | -5.5% | -11.7% | +6.2% | +0.6% |
| 3M | +30.0% | -4.3% | +34.3% | +31.4% |
| 6M | +27.6% | -8.8% | +36.3% | +31.5% |
| YTD | +25.4% | -26.9% | +52.3% | +44.4% |
| 1Y | +38.3% | -35.4% | +73.7% | +69.4% |
| 3Y | +15.5% | +43.0% | -27.5% | -17.3% |
| 5Y | +3.0% | +1.9% | +1.1% | -9.5% |
| All | +17.6% | +68.7% | -51.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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