+45.1%
ABNB vs CSGP
-64.9%
+110.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.1% |
| 7D | -4.0% | -4.1% | +0.1% | -2.9% |
| 30D | +19.3% | +2.3% | +17.0% | +18.6% |
| 3M | +36.1% | -8.2% | +44.2% | +37.4% |
| 6M | +34.2% | -35.1% | +69.3% | +45.9% |
| YTD | +34.1% | -54.0% | +88.1% | +56.0% |
| 1Y | +45.1% | -65.3% | +110.4% | +67.7% |
| All | +45.1% | -64.9% | +110.1% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling