+29.2%
ABNB vs CRL
+44.4%
-15.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.0% |
| 7D | +11.9% | -1.7% | +13.7% | +12.4% |
| 30D | +12.7% | +14.6% | -1.9% | +6.4% |
| 3M | +1.2% | +24.8% | -23.6% | -7.6% |
| 6M | +32.1% | +94.7% | -62.6% | +1.8% |
| YTD | +37.7% | +73.4% | -35.6% | +9.6% |
| 1Y | +55.5% | +104.7% | -49.2% | +16.3% |
| 3Y | +58.2% | +101.1% | -42.9% | +11.2% |
| 5Y | -2.8% | -10.8% | +8.0% | -11.8% |
| All | +29.2% | +44.4% | -15.2% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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