+31.3%
ABNB vs CL
+31.0%
+0.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.2% | +13.8% | +11.6% |
| 7D | +15.6% | +1.3% | +14.2% | +15.6% |
| 30D | +18.3% | +11.4% | +6.9% | +18.7% |
| 3M | +25.3% | +4.4% | +20.9% | +25.4% |
| 6M | +35.8% | +10.8% | +25.0% | +36.5% |
| YTD | +40.0% | +25.1% | +14.9% | +42.0% |
| 1Y | +57.6% | +28.0% | +29.7% | +60.3% |
| 3Y | +60.8% | +37.6% | +23.2% | +65.8% |
| 5Y | -5.8% | +39.7% | -45.5% | -2.2% |
| All | +31.3% | +31.0% | +0.3% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling