+20.6%
ABNB vs CMS
+36.6%
-16.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.5% | -4.0% |
| 7D | -4.4% | +1.2% | -5.6% | -4.3% |
| 30D | -2.0% | -3.2% | +1.2% | -2.1% |
| 3M | +29.8% | -2.2% | +32.0% | +29.8% |
| 6M | +31.0% | -9.4% | +40.4% | +30.5% |
| YTD | +28.6% | +0.7% | +27.9% | +28.7% |
| 1Y | +40.1% | +0.4% | +39.7% | +40.2% |
| 3Y | +19.7% | +35.2% | -15.5% | +21.0% |
| 5Y | +6.5% | +24.1% | -17.7% | +6.8% |
| All | +20.6% | +36.6% | -16.0% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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