+10.3%
ABNB vs CMS
+23.4%
-13.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -4.0% | +0.4% | -4.3% | -4.0% |
| 30D | +19.3% | -3.6% | +22.9% | +19.5% |
| 3M | +36.1% | -1.9% | +38.0% | +36.2% |
| 6M | +34.2% | -11.0% | +45.2% | +35.1% |
| YTD | +34.1% | +0.2% | +33.9% | +33.8% |
| 1Y | +45.1% | -1.3% | +46.4% | +44.9% |
| 3Y | +37.1% | +35.9% | +1.2% | +30.9% |
| All | +10.3% | +23.4% | -13.2% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling