-11.8%
ABNB vs CPNG
-76.7%
+64.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -0.9% | -3.1% |
| 7D | -4.4% | -6.3% | +1.9% | -2.5% |
| 30D | -2.0% | -8.7% | +6.8% | +0.7% |
| 3M | +29.8% | -2.4% | +32.3% | +29.4% |
| 6M | +31.0% | -22.3% | +53.3% | +38.7% |
| YTD | +28.6% | -37.2% | +65.8% | +44.8% |
| 1Y | +40.1% | -53.0% | +93.0% | +72.0% |
| 3Y | +19.7% | -20.0% | +39.7% | +19.6% |
| 5Y | +6.5% | -52.8% | +59.2% | +9.3% |
| All | -11.8% | -76.7% | +64.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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