+20.6%
ABNB vs CLF
-2.5%
+23.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.7% |
| 7D | -4.4% | +6.5% | -10.9% | -5.6% |
| 30D | -2.0% | +0.2% | -2.2% | -2.3% |
| 3M | +29.8% | -3.1% | +32.9% | +29.2% |
| 6M | +31.0% | +25.0% | +6.0% | +22.3% |
| YTD | +28.6% | -7.5% | +36.1% | +26.3% |
| 1Y | +40.1% | +11.5% | +28.5% | +28.6% |
| 3Y | +19.7% | -13.7% | +33.4% | +8.6% |
| 5Y | +6.5% | -47.0% | +53.5% | +4.7% |
| All | +20.6% | -2.5% | +23.2% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling