+10.3%
ABNB vs CL
+28.4%
-18.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -4.0% | -2.2% | -1.8% | -3.9% |
| 30D | +19.3% | -4.8% | +24.1% | +19.5% |
| 3M | +36.1% | +4.9% | +31.1% | +36.2% |
| 6M | +34.2% | -5.7% | +39.9% | +34.1% |
| YTD | +34.1% | +14.4% | +19.7% | +34.0% |
| 1Y | +45.1% | +8.7% | +36.4% | +44.9% |
| 3Y | +37.1% | +30.0% | +7.1% | +35.2% |
| All | +10.3% | +28.4% | -18.1% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling