+19.7%
ABNB vs CME
+52.8%
-33.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.4% |
| 7D | -4.4% | -2.9% | -1.5% | -5.2% |
| 30D | -2.0% | +5.5% | -7.5% | -0.4% |
| 3M | +29.8% | +11.0% | +18.9% | +34.1% |
| 6M | +31.0% | -9.7% | +40.7% | +27.1% |
| YTD | +28.6% | +4.9% | +23.7% | +30.9% |
| 1Y | +40.1% | +10.1% | +30.0% | +45.1% |
| 3Y | +19.7% | +53.5% | -33.8% | +34.8% |
| All | +19.7% | +52.8% | -33.1% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling