+31.3%
ABNB vs CMS
+37.4%
-6.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +11.6% |
| 7D | +15.6% | -1.3% | +16.9% | +15.5% |
| 30D | +18.3% | +6.3% | +12.0% | +18.6% |
| 3M | +25.3% | -2.1% | +27.3% | +25.1% |
| 6M | +35.8% | -5.1% | +40.9% | +35.5% |
| YTD | +40.0% | +1.3% | +38.7% | +40.1% |
| 1Y | +57.6% | -1.4% | +59.0% | +57.6% |
| 3Y | +60.8% | +36.9% | +23.8% | +62.3% |
| 5Y | -5.8% | +32.5% | -38.3% | -0.9% |
| All | +31.3% | +37.4% | -6.1% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling