+25.2%
ABNB vs CG
+63.9%
-38.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.4% |
| 7D | +2.7% | -3.8% | +6.5% | +4.6% |
| 30D | +10.8% | +7.5% | +3.3% | +6.3% |
| 3M | -2.1% | -14.4% | +12.3% | +5.5% |
| 6M | +32.2% | -15.7% | +47.8% | +41.8% |
| YTD | +33.5% | -29.0% | +62.4% | +55.4% |
| 1Y | +47.8% | -22.1% | +69.9% | +63.2% |
| 3Y | +53.3% | +49.1% | +4.2% | +6.3% |
| 5Y | -5.5% | -18.4% | +12.9% | -11.2% |
| All | +25.2% | +63.9% | -38.7% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling