+25.2%
ABNB vs CSGP
-64.3%
+89.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +2.7% | -7.1% | +9.8% | +5.9% |
| 30D | +10.8% | +3.6% | +7.2% | +7.4% |
| 3M | -2.1% | -2.7% | +0.7% | -2.7% |
| 6M | +32.2% | -8.0% | +40.2% | +33.6% |
| YTD | +33.5% | -55.0% | +88.4% | +88.1% |
| 1Y | +47.8% | -55.8% | +103.6% | +109.7% |
| 3Y | +53.3% | -62.0% | +115.3% | +125.5% |
| 5Y | -5.5% | -62.9% | +57.5% | +28.0% |
| All | +25.2% | -64.3% | +89.4% | +62.2% |
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