+35.8%
ABNB vs CLX
-25.7%
+61.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 7D | -9.5% | -5.9% | -3.6% | -8.5% |
| 30D | -9.4% | -17.0% | +7.7% | -6.5% |
| 3M | +29.9% | -9.6% | +39.4% | +31.9% |
| 6M | +26.6% | -21.5% | +48.1% | +29.1% |
| YTD | +23.5% | -8.8% | +32.3% | +22.7% |
| 1Y | +35.8% | -24.7% | +60.5% | +36.7% |
| All | +35.8% | -25.7% | +61.5% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling