+31.5%
ABNB vs CI
+53.1%
-21.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | +14.7% | +4.7% | +10.1% | +14.1% |
| 3M | +6.9% | +5.2% | +1.6% | +6.2% |
| 6M | +34.5% | +3.8% | +30.7% | +33.6% |
| YTD | +40.2% | +9.2% | +31.0% | +38.4% |
| 1Y | +57.4% | +14.3% | +43.2% | +54.6% |
| 3Y | +64.7% | +8.4% | +56.3% | +59.1% |
| 5Y | -2.3% | +50.0% | -52.3% | -10.7% |
| All | +31.5% | +53.1% | -21.6% | +23.5% |
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