-5.2%
ABNB vs CLF
-51.2%
+46.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +10.0% | +11.3% |
| 7D | +15.6% | -19.6% | +35.2% | +20.2% |
| 30D | +18.3% | -5.0% | +23.3% | +18.3% |
| 3M | +25.3% | -6.3% | +31.6% | +24.9% |
| 6M | +35.8% | +2.8% | +33.0% | +30.4% |
| YTD | +40.0% | -13.7% | +53.7% | +37.3% |
| 1Y | +57.6% | +13.6% | +44.1% | +43.8% |
| 3Y | +60.8% | -34.0% | +94.8% | +55.6% |
| All | -5.2% | -51.2% | +46.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling