+25.7%
ABNB vs CNH
+73.3%
-47.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -3.5% |
| 7D | -4.0% | +23.3% | -27.2% | -12.3% |
| 30D | +19.3% | +33.5% | -14.1% | +4.8% |
| 3M | +36.1% | +32.7% | +3.3% | +18.7% |
| 6M | +34.2% | +22.2% | +12.1% | +20.1% |
| YTD | +34.1% | +57.7% | -23.6% | +5.1% |
| 1Y | +45.1% | +28.0% | +17.1% | +25.4% |
| 3Y | +37.1% | +11.5% | +25.6% | +23.1% |
| 5Y | +15.2% | +11.9% | +3.3% | +1.0% |
| All | +25.7% | +73.3% | -47.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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