+25.2%
ABNB vs CSGP
-64.5%
+89.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +6.5% | -6.1% | +12.5% | +9.2% |
| 30D | +9.4% | +0.3% | +9.1% | +7.7% |
| 3M | +0.6% | -1.3% | +1.9% | -0.8% |
| 6M | +33.7% | -8.9% | +42.6% | +35.7% |
| YTD | +33.5% | -55.2% | +88.7% | +88.6% |
| 1Y | +48.8% | -56.4% | +105.2% | +112.7% |
| 3Y | +53.3% | -62.2% | +115.5% | +126.1% |
| 5Y | -12.3% | -63.7% | +51.4% | +19.4% |
| All | +25.2% | -64.5% | +89.6% | +62.6% |
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