+35.8%
ABNB vs CMS
-5.9%
+41.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +11.6% |
| 7D | +15.6% | -1.3% | +16.9% | +15.4% |
| 30D | +18.3% | +6.3% | +12.0% | +18.3% |
| 3M | +25.3% | -2.1% | +27.3% | +23.6% |
| 6M | +35.8% | -5.1% | +40.9% | +35.5% |
| All | +35.8% | -5.9% | +41.7% | +35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling