+17.2%
ABNB vs CME
+91.9%
-74.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | -7.4% | -0.6% | -6.8% | -7.4% |
| 30D | -8.2% | +4.7% | -12.8% | -8.2% |
| 3M | +29.1% | +7.8% | +21.3% | +29.0% |
| 6M | +26.6% | -11.0% | +37.5% | +27.3% |
| YTD | +25.0% | +4.0% | +21.0% | +24.3% |
| 1Y | +37.0% | +9.1% | +27.9% | +35.7% |
| 3Y | +16.3% | +52.3% | -35.9% | +7.4% |
| 5Y | +2.2% | +76.1% | -73.9% | -1.3% |
| All | +17.2% | +91.9% | -74.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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