+31.5%
ABNB vs CMS
+39.2%
-7.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.2% |
| 7D | +11.2% | -0.9% | +12.1% | +11.2% |
| 30D | +14.7% | +7.1% | +7.7% | +15.1% |
| 3M | +6.9% | -1.3% | +8.2% | +6.7% |
| 6M | +34.5% | -2.7% | +37.1% | +34.3% |
| YTD | +40.2% | +2.6% | +37.6% | +40.4% |
| 1Y | +57.4% | -2.0% | +59.4% | +57.4% |
| 3Y | +64.7% | +39.6% | +25.1% | +66.5% |
| 5Y | -2.3% | +35.3% | -37.6% | +3.4% |
| All | +31.5% | +39.2% | -7.7% | +48.1% |
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