+19.7%
ABNB vs CLX
-34.1%
+53.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.9% |
| 7D | -4.4% | -3.5% | -0.8% | -4.0% |
| 30D | -2.0% | -11.9% | +9.9% | -0.4% |
| 3M | +29.8% | -2.6% | +32.5% | +30.4% |
| 6M | +31.0% | -18.2% | +49.2% | +33.1% |
| YTD | +28.6% | -5.9% | +34.5% | +28.8% |
| 1Y | +40.1% | -23.8% | +63.9% | +42.5% |
| 3Y | +19.7% | -33.6% | +53.3% | +26.1% |
| All | +19.7% | -34.1% | +53.8% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling