+6.5%
ABNB vs CME
+77.1%
-70.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -2.0% | +5.5% | -7.5% | -2.5% |
| 3M | +29.8% | +11.0% | +18.9% | +28.3% |
| 6M | +31.0% | -9.7% | +40.7% | +33.0% |
| YTD | +28.6% | +4.9% | +23.7% | +26.7% |
| 1Y | +40.1% | +10.1% | +30.0% | +36.4% |
| 3Y | +19.7% | +53.5% | -33.8% | +0.1% |
| 5Y | +6.5% | +77.2% | -70.7% | -19.5% |
| All | +6.5% | +77.1% | -70.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling