+45.1%
ABNB vs CLF
+20.0%
+25.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.8% |
| 7D | -4.0% | +7.6% | -11.5% | -4.2% |
| 30D | +19.3% | -1.2% | +20.5% | +19.3% |
| 3M | +36.1% | -13.4% | +49.4% | +37.4% |
| 6M | +34.2% | +15.4% | +18.8% | +31.8% |
| YTD | +34.1% | -5.9% | +39.9% | +32.4% |
| 1Y | +45.1% | +18.8% | +26.3% | +44.1% |
| All | +45.1% | +20.0% | +25.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling