+15.1%
ABNB vs CRS
+636.8%
-621.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -7.4% | -0.5% | -6.9% | -7.3% |
| 30D | -8.2% | -18.1% | +9.9% | -4.5% |
| 3M | +29.1% | -12.4% | +41.6% | +31.6% |
| 6M | +26.6% | +15.9% | +10.6% | +20.4% |
| YTD | +25.0% | +45.8% | -20.8% | +12.2% |
| 1Y | +37.0% | +87.8% | -50.7% | +13.8% |
| All | +15.1% | +636.8% | -621.6% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling