+20.6%
ABNB vs CMI
+187.2%
-166.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.4% | +1.9% | -6.3% | -5.4% |
| 30D | -2.0% | -12.5% | +10.5% | +4.6% |
| 3M | +29.8% | -16.2% | +46.0% | +39.6% |
| 6M | +31.0% | +4.9% | +26.2% | +20.9% |
| YTD | +28.6% | +11.1% | +17.5% | +12.7% |
| 1Y | +40.1% | +43.4% | -3.3% | +2.2% |
| 3Y | +19.7% | +154.1% | -134.4% | -44.4% |
| 5Y | +6.5% | +169.5% | -163.0% | -55.0% |
| All | +20.6% | +187.2% | -166.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 all: compounded portfolio wealth divided by compounded CMI 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…
all analysis · Full analysis span regression · 6 months rolling