+31.3%
ABNB vs CSGP
-63.9%
+95.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.7% | +16.4% | +13.8% |
| 7D | +15.6% | +1.3% | +14.3% | +14.6% |
| 30D | +18.3% | +10.7% | +7.6% | +11.0% |
| 3M | +25.3% | +3.3% | +22.0% | +21.2% |
| 6M | +35.8% | -10.3% | +46.2% | +38.8% |
| YTD | +40.0% | -54.6% | +94.6% | +96.5% |
| 1Y | +57.6% | -54.6% | +112.3% | +120.9% |
| 3Y | +60.8% | -60.3% | +121.1% | +130.9% |
| 5Y | -5.8% | -63.3% | +57.5% | +27.5% |
| All | +31.3% | -63.9% | +95.2% | +69.5% |
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