+31.5%
ABNB vs CLF
-2.8%
+34.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.0% | -6.8% | -1.1% |
| 7D | +11.2% | -14.1% | +25.3% | +14.0% |
| 30D | +14.7% | -5.5% | +20.3% | +15.0% |
| 3M | +6.9% | 0.0% | +6.9% | +5.3% |
| 6M | +34.5% | +11.3% | +23.2% | +27.6% |
| YTD | +40.2% | -7.7% | +47.9% | +36.0% |
| 1Y | +57.4% | +17.5% | +39.9% | +44.2% |
| 3Y | +64.7% | -25.4% | +90.2% | +54.3% |
| 5Y | -2.3% | -46.0% | +43.7% | -5.1% |
| All | +31.5% | -2.8% | +34.3% | +19.1% |
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 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