+37.0%
ABNB vs CMS
-0.2%
+37.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -3.0% |
| 7D | -7.4% | +0.2% | -7.6% | -7.4% |
| 30D | -8.2% | -1.3% | -6.9% | -8.4% |
| 3M | +29.1% | -5.4% | +34.5% | +28.7% |
| 6M | +26.6% | -10.3% | +36.9% | +25.4% |
| YTD | +25.0% | -0.2% | +25.2% | +26.5% |
| 1Y | +37.0% | -0.9% | +37.9% | +39.8% |
| All | +37.0% | -0.2% | +37.2% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling