+48.8%
ABNB vs CLF
+26.4%
+22.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +6.5% | +16.0% | -9.5% | +6.2% |
| 30D | +9.4% | +1.6% | +7.8% | +9.1% |
| 3M | +0.6% | +6.7% | -6.1% | 0.0% |
| 6M | +33.7% | +21.1% | +12.6% | +31.4% |
| YTD | +33.5% | -1.6% | +35.0% | +30.5% |
| 1Y | +48.8% | +18.5% | +30.4% | +45.6% |
| All | +48.8% | +26.4% | +22.4% | +45.6% |
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