+29.1%
ABNB vs CLF
+0.3%
+28.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.7% |
| 7D | -1.7% | +10.4% | -12.1% | -3.6% |
| 30D | +11.8% | +0.6% | +11.2% | +10.7% |
| 3M | +0.9% | +4.1% | -3.2% | -1.4% |
| 6M | +40.5% | +15.1% | +25.4% | +32.4% |
| YTD | +37.6% | -4.7% | +42.4% | +32.6% |
| 1Y | +54.1% | +20.4% | +33.8% | +40.7% |
| 3Y | +56.8% | -23.4% | +80.1% | +46.0% |
| 5Y | -9.6% | -43.3% | +33.7% | -12.9% |
| All | +29.1% | +0.3% | +28.8% | +16.1% |
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