+29.1%
ABNB vs CLX
-32.9%
+62.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +2.0% | +3.0% |
| 7D | -1.7% | +9.5% | -11.2% | -2.3% |
| 30D | +11.8% | +30.7% | -18.9% | +9.8% |
| 3M | +0.9% | +4.2% | -3.3% | +0.2% |
| 6M | +40.5% | +22.1% | +18.4% | +38.7% |
| YTD | +37.6% | +14.1% | +23.5% | +35.9% |
| 1Y | +54.1% | +10.3% | +43.8% | +52.2% |
| 3Y | +56.8% | -7.8% | +64.6% | +55.0% |
| 5Y | -9.6% | -20.8% | +11.3% | -11.9% |
| All | +29.1% | -32.9% | +62.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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