+31.5%
ABNB vs CSGP
-63.1%
+94.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.9% |
| 7D | +11.2% | -1.8% | +13.0% | +11.9% |
| 30D | +14.7% | +5.3% | +9.4% | +10.5% |
| 3M | +6.9% | +3.3% | +3.6% | +3.3% |
| 6M | +34.5% | -4.7% | +39.2% | +33.7% |
| YTD | +40.2% | -53.5% | +93.7% | +94.8% |
| 1Y | +57.4% | -53.7% | +111.2% | +118.6% |
| 3Y | +64.7% | -59.7% | +124.5% | +135.2% |
| 5Y | -2.3% | -62.5% | +60.2% | +31.0% |
| All | +31.5% | -63.1% | +94.6% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling