+20.6%
ABNB vs CRS
+1,664.3%
-1,643.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.5% | -3.1% |
| 7D | -4.4% | -3.1% | -1.3% | -3.6% |
| 30D | -2.0% | -19.6% | +17.6% | +3.9% |
| 3M | +29.8% | -8.1% | +37.9% | +31.5% |
| 6M | +31.0% | +18.6% | +12.4% | +22.3% |
| YTD | +28.6% | +45.9% | -17.3% | +11.9% |
| 1Y | +40.1% | +82.5% | -42.4% | +11.9% |
| 3Y | +19.7% | +648.9% | -629.2% | -42.2% |
| 5Y | +6.5% | +1,438.1% | -1,431.7% | -59.5% |
| All | +20.6% | +1,664.3% | -1,643.7% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling