+31.3%
ABNB vs CP
+42.1%
-10.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.4% | +12.4% |
| 7D | +15.6% | +2.8% | +12.8% | +14.2% |
| 30D | +18.3% | +10.2% | +8.1% | +13.3% |
| 3M | +25.3% | +2.4% | +22.9% | +23.8% |
| 6M | +35.8% | +7.7% | +28.2% | +30.7% |
| YTD | +40.0% | +26.0% | +14.0% | +24.4% |
| 1Y | +57.6% | +34.6% | +23.0% | +35.5% |
| 3Y | +60.8% | +26.7% | +34.1% | +38.8% |
| 5Y | -5.8% | +24.9% | -30.7% | -20.6% |
| All | +31.3% | +42.1% | -10.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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