+31.5%
ABNB vs CL
+32.9%
-1.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.2% |
| 7D | +11.2% | +0.5% | +10.7% | +11.2% |
| 30D | +14.7% | +11.6% | +3.1% | +15.1% |
| 3M | +6.9% | +5.6% | +1.3% | +6.9% |
| 6M | +34.5% | +13.2% | +21.3% | +35.3% |
| YTD | +40.2% | +26.9% | +13.3% | +42.3% |
| 1Y | +57.4% | +27.3% | +30.1% | +59.8% |
| 3Y | +64.7% | +39.7% | +25.0% | +70.0% |
| 5Y | -2.3% | +41.3% | -43.6% | +1.3% |
| All | +31.5% | +32.9% | -1.4% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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