+31.3%
ABNB vs CI
+52.1%
-20.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.6% | +14.3% | +12.0% |
| 7D | +15.6% | -1.6% | +17.1% | +15.8% |
| 30D | +18.3% | +5.4% | +12.9% | +17.5% |
| 3M | +25.3% | +7.3% | +18.0% | +24.3% |
| 6M | +35.8% | +5.3% | +30.5% | +34.7% |
| YTD | +40.0% | +8.5% | +31.5% | +38.3% |
| 1Y | +57.6% | +17.1% | +40.5% | +54.4% |
| 3Y | +60.8% | +1.4% | +59.4% | +57.2% |
| 5Y | -5.8% | +50.5% | -56.2% | -13.7% |
| All | +31.3% | +52.1% | -20.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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